易获数据网China Factors
| Library: | ff |
|---|---|
| File: | factors_china |
| Data Range: | 01/31/2000 – 12/31/2018 |
| Last Updated On: | 05/22/2019 |
| Update Schedule: | Unscheduled |
Variable Reference
| Variable Name | Data Type | Variable Description | Help |
|---|---|---|---|
| mktrf | NUM | MKTRF — Excess return on the market | |
| rf_mon | NUM | RF_MON — 1-year bank deposit rate | |
| smb | NUM | SMB — Small-minus-big Size factor | |
| vmg | NUM | VMG — Value-minus-growth Value factor |
