# `dfa_analysis_data.xlsx`

Fama-French factors and 25 size/value portfolios from the Ken French Data Library, for the DFA case study.

| | |
|---|---|
| **Source** | **French** — Ken French Data Library (via pandas-datareader) |
| **Years** | 1926-2025 |
| **Frequency** | M |
| **Vintage** | Rolling — refreshed by re-running the builder |
| **Rebuild** | `build_data/Build PDR - FamaFrench.ipynb` |

## Used in this book

- [DFA and Factor Investing](../case_studies/DFA%20and%20Factor%20Investing.ipynb) — The CAPM (Case Study)
- [TA Review - Multi-Factor Models](../discussions/6.X.8.%20TA%20Review%20-%20Multi-Factor%20Models.ipynb) — Multifactor Pricing Models (Appendix)

## Files in this book

- `dfa_analysis_data.xlsx`