Description

Data set representing the returns of an industry portfolio representing the banking industry based on company four-digit SIC codes, obtained from the data library maintained by Kenneth French. Data ranges from July 1, 1926 to October 31, 2017.

Usage

Format

A data frame with 24099 rows and 1 variable:

Banks

The return of a portfolio representing the banking industry

Row names are dates in YYYY-MM-DD format.

Source

http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html