The data is from the CRSP website, the sample period is Jully 2000 to end of 2011
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Alpha, MrkRF, SMB, HML, UMD
CRSP LCV 0.000 0.913 -0.201 0.225 -0.034
CRSP MCV 0.001 0.919 0.230 0.398 -0.051
CRSP SCV 0.001 0.909 0.572 0.484 -0.047
Code: Select all
Alpha, MrkRF, SMB, HML, UMD
CRSP LCV 0.000 0.913 -0.201 0.225 -0.034
CRSP MCV 0.001 0.919 0.230 0.398 -0.051
CRSP SCV 0.001 0.909 0.572 0.484 -0.047
I am confused that is what I posted. Do you mean growth funds?What about the change for the value index fund?
http://www.crsp.com/indexes/index-const ... lists.htmlIs there a similar database for int'l equities as well?
seeI don't know much about some of these variables. I know what Alpha is, but not MrkRF, SMB, HML, and UMD. What are they?
Alpha, MkTRF, SMB, HML, MomAnd how do those variables in CRSP SCV (in what will be VBR) compare to the other SCVfunds used by Bogleheads, including the super-valuey RZV? -Thanks!