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I have downloaded the industry portfolios from Kenneth Frenches data library, I am wondering if anyone knows where I can find the price data?
Can I convert it even if I don't have a starting value?
http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
No you cannot. Those are portfolios of stocks there is no price associated. The best you can do is to pick a date take a normalization value of 100 as the price of each portfolio and use returns to compound the price. I actually see no usefulness in getting the price of such portfolios.
