# Kenneth R. French Data Library

Free Fama/French 3- and 5-factor returns, momentum, industry portfolios and characteristic-sorted portfolios with breakpoints.

- ID: p-market-tool-147
- URL: https://registry.earningscalls.dev/products/kenneth-r-french-data-library/
- Product type: software
- Category: quant-factors-signals
- Updated: 2026-09-29
- Revision: 1

## Features

- Fama/French 3 and 5 factors
- Momentum and industry portfolios
- Univariate and bivariate sorts
- Breakpoint files

## Markets and interfaces

US equities plus developed and emerging markets factors and portfolios; CSV and TXT downloads from the web.

## Pricing

Free academic data.

## Attributes

- API available (api_available): Unknown (not documented)
- MCP available (mcp_available): Unknown (not documented)
- Webhooks available (webhooks_available): Unknown (not documented)
- Platforms & interfaces (platforms): Web

## Publisher rating (NOT a user rating)

4.5/5. Basis: editorial_assessment.
The standard reference source for factor model regressions and portfolio benchmarks in academia and industry. Methodology changed with the January 2025 CRSP CIZ transition, so check for revisions against older vintages.
[Methodology](https://registry.earningscalls.dev/methodology/)

## User ratings

Count: 0. Average: unknown. Only genuine published reviews are counted.

## Sources

- [Official product page](https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html) — 2026-09-29; official_page_or_index

Official product information reviewed on September 29, 2026; performance and data quality were not tested hands-on.

[Complete JSON record](https://registry.earningscalls.dev/data/v1/products/p-market-tool-147.json)

All information is provided for informational purposes only, without any guarantee or warranty as to accuracy, completeness, or currency. Verify facts with the linked sources before relying on them.