# `factor_pricing_data_{SAMPLING}.xlsx`

Fama-French 5 factors + momentum (excess returns), 49 industry portfolios, and risk-free rate from the Ken French Data Library; built at daily/weekly/monthly sampling (plain factor_pricing_data.xlsx is the monthly 1980-2025 vintage).

| | |
|---|---|
| **Source** | **French** — Ken French Data Library (via pandas-datareader) |
| **Years** | 1980-2026 |
| **Frequency** | per sampling (D/W/M) |
| **Vintage** | Rolling — refreshed by re-running the builder |
| **Rebuild** | `build_data/Build PDR - Factor Pricing.ipynb` |

## Used in this book

- [Factor Models and Tangency Portfolios](../discussions/Factor%20Models%20and%20Tangency%20Portfolios.ipynb) — Multifactor Pricing Models (Appendix)
- [Single-Stock Factor Pricing](../exercises/Single-Stock%20Factor%20Pricing.ipynb) — Multifactor Pricing Models (Exercises)
- [Smart Beta and Factor Investing](../case_studies/Smart%20Beta%20and%20Factor%20Investing.ipynb) — Multifactor Pricing Models (Case Study)
- [Forecasting with LFPM's](../exercises/Forecasting%20with%20LFPM%27s.ipynb) — Forecasting Returns (Exercises)
- [Carry and Tail Risk](../discussions/11.15.%20Carry%20and%20Tail%20Risk.ipynb) — Projects (Discussion)
- [Fund Forensics - Risk Parity (RPAR)](../discussions/11.13.%20Fund%20Forensics%20-%20Risk%20Parity%20%28RPAR%29.ipynb) — Projects (Discussion)

## Files in this book

- `factor_pricing_data.xlsx`
- `factor_pricing_data_daily.xlsx`
- `factor_pricing_data_monthly.xlsx`
- `factor_pricing_data_weekly.xlsx`