- AERO: Aircraft
- AGRIC: Agriculture
- AUTOS: Automobiles and Trucks
- BANKS: Banking
- BEER: Beer & Liquor
- BLDMT: Construction Materials
- BOOKS: Printing and Publishing
- BOXES: Shipping Containers
- BUSSV: Business Services
- CHEMS: Chemicals
- CHIPS: Electronic Equipment
- CLTHS: Apparel
- CNSTR: Construction
- COAL: Coal
- DRUGS: Pharmaceutical Products
- ELCEQ: Electrical Equipment
- FABPR: Fabricated Products
- FIN: Trading
- FOOD: Food Products
- FUN: Entertainment
- GOLD: Precious Metals
- GUNS: Defense
- HARDW: Computers
- HLTH: Healthcare
- HSHLD: Consumer Goods
- INSUR: Insurance
- LABEQ: Measuring and Control Equipment
- MACH: Machinery
- MEALS: Restaurants, Hotels, Motels
- MEDEQ: Medical Equipment
- MINES: Non-Metallic and Industrial Metal Mining
- OIL: Petroleum and Natural Gas
- OTHER: Almost Nothing
- PAPER: Business Supplies
- PERSV: Personal Services
- RLEST: Real Estate
- RTAIL: Retail
- RUBBR: Rubber and Plastic Products
- SHIPS: Shipbuilding, Railroad Equipment
- SMOKE: Tobacco Products
- SODA: Candy & Soda
- SOFTW: Computer Software
- STEEL: Steel Works Etc
- TELCM: Communication
- TOYS: Recreation
- TRANS: Transportation
- TXTLS: Textiles
- UTIL: Utilities
- WHLSL: Wholesale

* SMB : average return on the nine small stock portfolios minus the average return on the nine big stock portfolios *

* HML : average return on the two value portfolios minus the average return on the two growth portfolios *

* RMW : average return on the two robust operating profitability portfolios minus the average return on the two weak operating profitability portfolios *

* CMA : average return on the two conservative investment portfolios minus the average return on the two aggressive investment portfolios *

* MOM : average return on the two high prior return portfolios minus the average return on the two low prior return portfolios *

* SMB : average return on the nine small stock portfolios minus the average return on the nine big stock portfolios *

* HML : average return on the two value portfolios minus the average return on the two growth portfolios *

* RMW : average return on the two robust operating profitability portfolios minus the average return on the two weak operating profitability portfolios *

* CMA : average return on the two conservative investment portfolios minus the average return on the two aggressive investment portfolios *

* MOM : average return on the two high prior return portfolios minus the average return on the two low prior return portfolios *

* SMB : average return on the nine small stock portfolios minus the average return on the nine big stock portfolios *

* HML : average return on the two value portfolios minus the average return on the two growth portfolios *

* RMW : average return on the two robust operating profitability portfolios minus the average return on the two weak operating profitability portfolios *

* CMA : average return on the two conservative investment portfolios minus the average return on the two aggressive investment portfolios *

* MOM : average return on the two high prior return portfolios minus the average return on the two low prior return portfolios *

*Source: Fama-French Data Library*

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