I would like to model the five factors in the Fama-French model in the UK, and then compare it with a six-factor one including the momentum factor. Unfortunately, I do not know where to find the data for the UK market. Ken French's data does not seem to include the data for the UK market and is only for the US.

My main aim is to choose 20 or 30 companies in the FTSE100, run the two analyses and compare the momentum results.

I am very new to the finance field, so I would really appreciate it if you help me with a detailed response.


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.