Last modified:2026-07-19 17:02:27
Maintainer:Not configured
OperationId:fama_french_country_portfolio
Single-country sorted-portfolio data for 21 developed markets (Austria, Australia, Belgium, Canada, Denmark, Finland, France, Germany, Hong Kong, Ireland, Italy, Japan, Malaysia, Netherlands, New Zealand, Norway, Singapore, Spain, Sweden, Switzerland, United Kingdom) from the Ken French Data Library. measure: usd / local (value-weighted returns) or ratios (annual B/M, E/P, CE/P, Yld valuation ratios). frequency: monthly / annual (forced annual for ratios). dividends: include (true) or exclude (false) dividends. required: portfolios where firms have all four data items (true) or not (false). See /fama-french/portfolio-catalog for valid country labels.