In 2023, will the French-Fama value factor index be positive?
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370Ṁ1861resolved Mar 25
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https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
Professor French posts the HML (high minus low, the value factor), which goes long the stocks with low book value and goes short the stocks with high book value.
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@MP How about now? I see data labelled for January, that presumably means the December data was there at some point.