Famafrench

Name: Famafrench
Creator: Famafrench

Metadata onlyLicense under review

Metadata only. This source’s license does not permit redistribution, so we catalog its metadata but do not re-serve the data. Use the provider link to obtain it under the original terms.

Coverage

Series catalogued

Temporal coverage

1926-02-01 – 2026-04-30

Measured observations

238,797

Licensing & provenance

License: License under review
Redistribution: Not permitted (metadata only)
Commercial use: Restricted / no
Modification: Permitted

How to cite

Kenneth R. French Data Library (Eugene F. Fama and Kenneth R. French), Tuck School of Business at Dartmouth. Retrieved from https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html. Compiled and redistributed by the Elkassabgi Data Library.

Processing: Retrieved from the official source, normalized to a long {series_key, obs_date, value} schema (period-start dates), de-duplicated, and stored as zstd Parquet. Compiled and redistributed by the Elkassabgi Data Library.

Access & mirrors

Download: Select & download famafrench series as CSV →
API: Get a free API key, then GET /v1/series/<id>.csv
Canonical landing: https://econdatalibrary.com/famafrench.html
Update cadence: monthly
Update strategy: overwrite if changed
Storage layout: Grouped: ONE Parquet per dataset at data/clean_full/famafrench/<name>.parquet (8 files: factors_3/5 monthly+daily, momentum monthly+daily, st/lt reversal monthly), columns series_key (ff:{name}:{factor}), obs_date (date32; daily=YYYYMMDD, monthly=1st, annual rows skipped), value (float64). Raw zips cached at data/raw/famafrench/. ~239K obs measured.

Full description

Fama-French factor data from Kenneth French's Data Library at Dartmouth. Includes: 3-factor (Mkt-RF, SMB, HML), 5-factor (adds RMW, CMA), Momentum, Momentum (daily), 5-factor (daily). Standard academic finance research panels. License: Copyright Fama & French. Use permitted for research and educational purposes (confirmed by Ahmed: education-only institution). Attribution: "Data source: Kenneth R. French Data Library" URL: https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html Run: python jobs/ingest_famafrench.py

Structured metadata

schema.org/Dataset (Google Dataset Search)

{
  "@context": "https://schema.org/",
  "@type": "Dataset",
  "name": "Famafrench",
  "description": "Fama-French factor data from Kenneth French's Data Library at Dartmouth. Includes: 3-factor (Mkt-RF, SMB, HML), 5-factor (adds RMW, CMA), Momentum, Momentum (daily), 5-factor (daily). Standard academic finance research panels. License: Copyright Fama & French. Use permitted for research and…",
  "url": "https://econdatalibrary.com/famafrench.html",
  "identifier": "famafrench",
  "isAccessibleForFree": false,
  "publisher": {
    "@type": "Organization",
    "name": "Econ Data Library",
    "url": "https://econdatalibrary.com"
  },
  "creator": {
    "@type": "Organization",
    "name": "Famafrench"
  },
  "keywords": [
    "famafrench"
  ],
  "temporalCoverage": "1926-02-01/2026-04-30",
  "citation": "Kenneth R. French Data Library (Eugene F. Fama and Kenneth R. French), Tuck School of Business at Dartmouth. Retrieved from https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html. Compiled and redistributed by the Elkassabgi Data Library.",
  "sameAs": [
    "https://huggingface.co/datasets/econdatalibrary-famafrench",
    "https://zenodo.org/communities/econdatalibrary"
  ],
  "usageInfo": "Metadata-only catalog entry. This source's license does not permit redistribution, so the data itself is not served here; use the provider link to obtain the data under its terms."
}

Croissant (ML-ready, schema.org JSON-LD)

{
  "@context": {
    "@language": "en",
    "@vocab": "https://schema.org/",
    "cr": "http://mlcommons.org/croissant/",
    "data": {
      "@id": "cr:data",
      "@type": "@json"
    },
    "dataType": {
      "@id": "cr:dataType",
      "@type": "@vocab"
    },
    "sc": "https://schema.org/",
    "conformsTo": "dct:conformsTo",
    "dct": "http://purl.org/dc/terms/"
  },
  "@type": "sc:Dataset",
  "conformsTo": "http://mlcommons.org/croissant/1.0",
  "name": "famafrench",
  "description": "Fama-French factor data from Kenneth French's Data Library at Dartmouth. Includes: 3-factor (Mkt-RF, SMB, HML), 5-factor (adds RMW, CMA), Momentum, Momentum (daily), 5-factor (daily). Standard academic finance research panels. License: Copyright Fama & French. Use permitted for research and…",
  "url": "https://econdatalibrary.com/famafrench.html",
  "creator": {
    "@type": "sc:Organization",
    "name": "Famafrench"
  },
  "publisher": {
    "@type": "sc:Organization",
    "name": "Econ Data Library",
    "url": "https://econdatalibrary.com"
  },
  "temporalCoverage": "1926-02-01/2026-04-30",
  "citation": "Kenneth R. French Data Library (Eugene F. Fama and Kenneth R. French), Tuck School of Business at Dartmouth. Retrieved from https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html. Compiled and redistributed by the Elkassabgi Data Library.",
  "isAccessibleForFree": false,
  "usageInfo": "Metadata-only Croissant record; underlying data is not redistributed under this source's license."
}

Part of the Econ Data Library catalog · metadata generated 2026-07-14 from the central registry · browse all datasets