In the famous Ken French web side there is database of historical values of FF 3 factors model. The partition is between daily/weekly/monthly tables.
- Is it possible (and how) to transform one of these tables to semi-annual/annual table?
- If not, is there a way to calculate semi-annual/annual tables based on other data from this web site? Note - The issue is to calculate values based on free public available data, assuming paid access to CRSP etc. N/A.