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The Fama-French and Momentum Portfolios and Factors in the UK

The aim of this data-page is to make available the Fama-French and Momentum Factors, Portfolios and other benchmark portfolios for the UK market as described in Gregory, A. Tharayan, R. And Christidis, A. (2013) to the wider community of academic and post-graduate researchers.

While Kenneth French’s US website provides these free of charge for the US market there is currently no equivalent for the UK market. We attempt to remedy this situation by making the data freely downloadable and in doing so we hope that this will be a useful and valuable resource to the research community.

Access the factor and Portfolio Data Files here