Average Value Weighted Returns
收藏BigML2021-04-27 更新2025-01-04 收录
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资源简介:
This file was created by CMPT_IND_RETS_DAILY using the 201209 CRSP database. It contains value- and equal-weighted returns for 30 industry portfolios. The portfolios are constructed at the end of June.
**Source**
[30 Industry Portfolios (Daily)](https://www.quandl.com/data/KFRENCH/30_IND_PORTF_D-30-Industry-Portfolios-Daily) dataset from [Quandl](https://www.quandl.com)
本文件由CMPT_IND_RETS_DAILY基于2012年9月版证券价格研究中心(Center for Research in Security Prices, CRSP)数据库生成,包含30个行业投资组合的市值加权与等权重日度收益率。所有投资组合均于每年6月末完成构建。
**数据来源**
本数据集源自[Quandl](https://www.quandl.com)平台的[30行业投资组合(日度版)](https://www.quandl.com/data/KFRENCH/30_IND_PORTF_D-30-Industry-Portfolios-Daily)数据集。
创建时间:
2015-05-18



