沪深股票三因子模型日频基础数据1991-2020.11
模板
ID | Date | RiskPremium1 | RiskPremium2 | SMB1 | SMB2 | HML1 | HML2 |
P9714 | 2005-03-01 | -0.002048 | -0.002048 | 0.005454 | 0.005118 | 0.003057 | 0.002624 |
P9715 | 2005-03-01 | -0.003048 | -0.002048 | 0.005699 | 0.005326 | 0.00238 | 0.00183 |
P9710 | 2005-03-02 | -0.013048 | -0.012048 | -0.001455 | -0.001333 | 0.003065 | 0.003267 |
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