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Humboldt-Universität zu Berlin - Wirtschaftswissenschaftliche Fakultät

Fama French Factors Germany

Fama/French Factors for Germany

Monthly (1958-2016) and daily data (1990-2016) of Fama/French factors and research portfolios for Germany.

 

DISCLAIMER

We carefully calculated the data provided on these pages but cannot guarantee that it is free of errors. The use is on your own risk and responsibility. The files are free of charge for academic use. If you would like to use them for commercial purposes, please contact us in advance.

By downloading the data, you agree to the terms and conditions.

 

AVAILABLE DATA - INTRODUCING REMARKS

We highly recommend reading the detailed description of the data provided on this website to find out which data set suits you best. All details can be found here:

You may also look at the following papers:

[*] An earlier version of this paper was circulated under the title "Fama/French Factors for Germany: Which Set Is Best?"

 

TECHNICAL COMMENT

The data files are in ZIP format, containing a TXT file. Values are separated by tabulators and numerals are with decimal point. Returns are given in percentage (e.g. 3.852 [%] = 0.03852 in decimal).

 

CHANGE LOG

We continuously improve and extend the data provided on this web page. New data is usually added once a year (in July/August). A log of all changes that have been made since January 2014, when the first data was available, can be found here: [PDF].

 

For any questions, please do not hesitate to contact us at stehle[at]wiwi.hu-berlin.de.

 

MONTHLY DATA


 

Stock Market Segment

 

TOP
ALL
ALL
[Breakpoints:TOP]
Name
Description
With Tax Credit
Without Tax Credit
With
Tax Credit
Without Tax Credit
With
Tax Credit
Without Tax Credit
 

DAILY DATA


 

Stock Market Segment

 

TOP
ALL
ALL
[Breakpoints:TOP]
Name
Description
Without Tax Credit
Without Tax Credit
Without Tax
Credit
 

BREAKPOINTS


 

Stock Market Segment

 

TOP
ALL
Name
Description
With Tax Credit
Without Tax Credit
With
Tax Credit
Without Tax Credit