Tuesday, November 22, 2011

Risk and Return by Size/Momentum and Industry

In lots of previous posts, I have demonstrated how to use the wonderful and free Kenneth French data in R, but I have not shown a basic risk/return plot by size/momentum and industry.  Hopefully, it will just be another example that somebody somewhere will find useful.

From TimelyPortfolio
From TimelyPortfolio

R code in GIST:

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