# Dataframe: `P0:ff_factors` - Fama-French Factors

# Fama-French Factors

This dataset contains the Fama-French 5 factors, Momentum, and Short-Term Reversal factors.



## DataFrame Glimpse

```
Rows: 1508
Columns: 4
$ Mkt-RF <f64> -0.0076
$ SMB    <f64> 0.0007000000000000001
$ HML    <f64> -0.0009
$ RF     <f64> 0.0002


```

## Dataframe Manifest

| Dataframe Name                 | Fama-French Factors                                                   |
|--------------------------------|--------------------------------------------------------------------------------------|
| Dataframe ID                   | [ff_factors](../dataframes/P0/ff_factors.md)                                       |
| Data Sources                   | WRDS                                        |
| Data Providers                 | Fama-French                                      |
| Links to Providers             | https://wrds-www.wharton.upenn.edu/                             |
| Topic Tags                     | Asset Pricing, Factors                                          |
| Type of Data Access            | S,u,b,s,c,r,i,p,t,i,o,n                                  |
| How is data pulled?            | WRDS API via Python                                                    |
| Data available up to (min)     | None                                                             |
| Data available up to (max)     | None                                                             |
| Dataframe Path                 | /Users/yandong/Documents/GitHub/p02_van_binsbergen_han_lopez-lira_2022/_data/FF_FACTORS.parquet                                                   |


**Linked Charts:**


- [P0:explore_ff](../../charts/P0.explore_ff.md)



## Pipeline Manifest

| Pipeline Name                   | Man vs. Machine Learning                       |
|---------------------------------|--------------------------------------------------------|
| Pipeline ID                     | [P0](../index.md)              |
| Lead Pipeline Developer         | Dong Yan, Yilong Lin             |
| Contributors                    | Dong Yan, Yilong Lin           |
| Git Repo URL                    |                         |
| Pipeline Web Page               | <a href="file:///Users/yandong/Documents/GitHub/p02_van_binsbergen_han_lopez-lira_2022/docs/index.html">Pipeline Web Page      |
| Date of Last Code Update        | 2026-02-06 15:21:11           |
| OS Compatibility                |  |
| Linked Dataframes               |  [P0:crsp_m](../dataframes/P0/crsp_m.md)<br>  [P0:compa](../dataframes/P0/compa.md)<br>  [P0:ibes_forecast](../dataframes/P0/ibes_forecast.md)<br>  [P0:ff_factors](../dataframes/P0/ff_factors.md)<br>  [P0:fred](../dataframes/P0/fred.md)<br>  |