Since FF library is for US. How can I get the SMB and HML fators for European markets (UK, France, Germany, etc)?


You can get a pooled European market at Kenneth French's website, you just have to scroll down. These are current.

German factors are here, but I think they might have stopped updating them in 2016: https://www.wiwi.hu-berlin.de/de/professuren/bwl/bb/data/fama-french-factors-germany/fama-french-factors-for-germany

Stefano Marni has a large set of monthly factors, including France, however, they stop in 2013.


Similarly, Tharayan and Christidis offer daily UK factors, they stop in June 2015.


  • $\begingroup$ Some big European investment bank should pay Humboldt, or Monsieur Marni or Tharayan to update these factors every month... $\endgroup$ – noob2 Feb 22 '17 at 14:22

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