Dataset: RESSET 锐思金融研究数据库
Fama-French / Carhart factor regressionsret · 个股收益率 · continuous
| name | label | type |
|---|---|---|
| mktret | 市场收益率 | continuous |
| smb | 规模因子 SMB | continuous |
| hml | 账面市值比因子 HML | continuous |
| mom | 动量因子 MOM | continuous |
| name | label | type |
|---|---|---|
| rf | 无风险利率 | continuous |
| market_cap | 总市值 | continuous |
| pb | 市净率 | continuous |
| turnover | 换手率 | continuous |
| stkcd | 股票代码 | identifier |
| trddt | 交易日期 | identifier |