Developed Markets Fama-French Model

Provides the end-of-month monthly USD returns of the following Fama-French developed markets factors:

• MKT-RF
• SMB
• SMB5
• HML
• RMW
• CMA
• RF
• WML

This endpoint requires an API key.

References

• Description of Fama/French 3 Factors for Developed Markets
• Description of Fama/French 5 Factors for Developed Markets
• Description of Momentum Factors for Developed Markets