Calculating the fama-french 5 factors + the momentum factor in the UK
Budget: £20 – £250 GBP
Hi,
I would like to run regressions on the Fama-French 5-factor model in the UK stock market (London Stock Exchange). To do this, I need the five factors including the Market, Value, Size, Profitability, Investment, and Momentum factor. The output of the project would be CSV file containing these data from 2008 to 2020 in the UK market.
The US equivalent of what I need is here, you can also take a look at the way the data is interpreted:
https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
I will cross-validate the data and make sure it's accurate.
I have a maximum of 50 GBP budget, so please do not contact me if you think this budget doesn't match your payscale.
I would like to run regressions on the Fama-French 5-factor model in the UK stock market (London Stock Exchange). To do this, I need the five factors including the Market, Value, Size, Profitability, Investment, and Momentum factor. The output of the project would be CSV file containing these data from 2008 to 2020 in the UK market.
The US equivalent of what I need is here, you can also take a look at the way the data is interpreted:
https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
I will cross-validate the data and make sure it's accurate.
I have a maximum of 50 GBP budget, so please do not contact me if you think this budget doesn't match your payscale.