AERO: Aircraft

Cumulative Returns

Annual Returns



AGRIC: Agriculture

Cumulative Returns

Annual Returns



AUTOS: Automobiles and Trucks

Cumulative Returns

Annual Returns



BANKS: Banking

Cumulative Returns

Annual Returns



BEER: Beer & Liquor

Cumulative Returns

Annual Returns



BLDMT: Construction Materials

Cumulative Returns

Annual Returns



BOOKS: Printing and Publishing

Cumulative Returns

Annual Returns



BOXES: Shipping Containers

Cumulative Returns

Annual Returns



BUSSV: Business Services

Cumulative Returns

Annual Returns



CHEMS: Chemicals

Cumulative Returns

Annual Returns



CHIPS: Electronic Equipment

Cumulative Returns

Annual Returns



CLTHS: Apparel

Cumulative Returns

Annual Returns



CNSTR: Construction

Cumulative Returns

Annual Returns



COAL: Coal

Cumulative Returns

Annual Returns



DRUGS: Pharmaceutical Products

Cumulative Returns

Annual Returns



ELCEQ: Electrical Equipment

Cumulative Returns

Annual Returns



FABPR: Fabricated Products

Cumulative Returns

Annual Returns



FIN: Trading

Cumulative Returns

Annual Returns



FOOD: Food Products

Cumulative Returns

Annual Returns



FUN: Entertainment

Cumulative Returns

Annual Returns



GOLD: Precious Metals

Cumulative Returns

Annual Returns



GUNS: Defense

Cumulative Returns

Annual Returns



HARDW: Computers

Cumulative Returns

Annual Returns



HLTH: Healthcare

Cumulative Returns

Annual Returns



HSHLD: Consumer Goods

Cumulative Returns

Annual Returns



INSUR: Insurance

Cumulative Returns

Annual Returns



LABEQ: Measuring and Control Equipment

Cumulative Returns

Annual Returns



MACH: Machinery

Cumulative Returns

Annual Returns



MEALS: Restaurants, Hotels, Motels

Cumulative Returns

Annual Returns



MEDEQ: Medical Equipment

Cumulative Returns

Annual Returns



MINES: Non-Metallic and Industrial Metal Mining

Cumulative Returns

Annual Returns



OIL: Petroleum and Natural Gas

Cumulative Returns

Annual Returns



OTHER: Almost Nothing

Cumulative Returns

Annual Returns



PAPER: Business Supplies

Cumulative Returns

Annual Returns



PERSV: Personal Services

Cumulative Returns

Annual Returns



RLEST: Real Estate

Cumulative Returns

Annual Returns



RTAIL: Retail

Cumulative Returns

Annual Returns



RUBBR: Rubber and Plastic Products

Cumulative Returns

Annual Returns



SHIPS: Shipbuilding, Railroad Equipment

Cumulative Returns

Annual Returns



SMOKE: Tobacco Products

Cumulative Returns

Annual Returns



SODA: Candy & Soda

Cumulative Returns

Annual Returns



SOFTW: Computer Software

Cumulative Returns

Annual Returns



STEEL: Steel Works Etc

Cumulative Returns

Annual Returns



TELCM: Communication

Cumulative Returns

Annual Returns



TOYS: Recreation

Cumulative Returns

Annual Returns



TRANS: Transportation

Cumulative Returns

Annual Returns



TXTLS: Textiles

Cumulative Returns

Annual Returns



UTIL: Utilities

Cumulative Returns

Annual Returns



WHLSL: Wholesale

Cumulative Returns

Annual Returns



Source: Fama-French Data Library

   

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