NFIB Business Optimism Index in the United States decreased to 98.20 points in October from 98.80 points in September of 2025. This dataset provides - United States Nfib Business Optimism Index - actual values, historical data, forecast, chart, statistics, economic calendar and news.

The graph shows the changes in the g-index of ^ and the corresponding percentile for the sake of comparison with the entire literature. g-index is a scientometric index similar to g-index but put a more weight on the sum of citations. The g-index of a journal is g if the journal has published at least g papers with total citations of g2.

View monthly updates and historical trends for Fama-French Monthly SMB Benchmark Return. from United States. Source: Fama/French. Track economic data with…

Results of weighted linear regressions: Additive SMB-Index predicted by sociodemographic and disease-related factors (unstandardized slopes).

The variables, L1 to L10, are the portfolios are created from the deciles of the gross and net debt ratio of non-financial firms in Indian and Chinese markets. MKT represents excess return on the market portfolio (S&P BSE 500 index in India and Shanghai Stock Exchange Composite index in China). SMB (small minus big size portfolio), HML (high minus low B/M portfolio), and HLMLL (high minus low leverage portfolio) factor portfolios. SMB, HML, and HLMLL are obtained from 2x2x2 triple sort of the firms in each market. The firms are subject to sequential sorts of size, B/M, and leverage using median of each variable as the divider. From eight portfolio thus obtained, SMB is constructed as the difference in the returns of four small and four big portfolios, and HML and HLMLL are constructed from the difference in the returns of four high and four low B/M and leverage portfolios, respectively. The data on all variables used in the construction of portfolios was obstained from the Bloomberg Professional Databse.

Using all stocks listed in the Tokyo Stock Exchange and macroeconomic data for Japan, the dataset comprises the following series:

1. Monthly returns for 25 size-book-to-market equity portfolios, following the Fama and French (1993) methodology. (Raw data source: Datastream database)
2. Monthly returns for 20 momentum portfolios, following the Fama and French (1993) methodology. (Raw data source: Datastream database)
3. Monthly returns for 25 price-to-cash flow-dividend yield portfolios, following the Fama and French (1993) methodology. (Raw data source: Datastream database)
4. Fama and French three-factors (RM, SMB and HML), following the Fama and French (1993) methodology. (Raw data source: Datastream database)
5. Fama and French five-factors (RM, SMB, HML, RMW, and CMA), following the Fama and French (2015) methodology for all factors, except for RMW, which is determined using the return on assets as sorting variable, as in Hou, Xue and Zhang (2014). (Raw data source: Datastream database)
6. Private final consumption expenditure, in national currency and constant prices, non-seasonally adjusted, for Japan. (Raw data source: OECD)
7. Consumer Confidence Index (CCI) for Japan. (Raw data source: OECD)
8. Three-month interest rate of the Treasury Bill for Japan. (Raw data source: OECD)
9. Gross Domestic Product (GDP) for Japan. (Raw data source: OECD)
10. Consumer Price Index (CPI) growth rate for Japan. (Raw data source: OECD)

We have produced all return series using the following data from Datastream: (i) total return index (RI series), (ii) market value (MV series), (iii) market-to-book equity (PTBV series), (iv) total assets (WC02999 series), (v) return on equity (WC08301 series), (vi) price-to-cash flow ratio (PC series), and (vii) dividend yield (DY series). We have used the generic rules suggested by Griffin, Kelly, & Nardari (2010) for excluding non-common equity securities from Datastream data. We also exclude stocks with less than twelve observations in the period from July 1992 to June 2018. Accordingly, our sample comprises a total number of 5,312 stocks.

REFERENCES:

Fama, E. F. and French, K. R. (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics, 33, 3–56. Fama, E. F. and French, K. R. (2015). A five-factor asset pricing model. Journal of Financial Economics, 116, 1–22. Griffin, J. M., Kelly, P., and Nardari, F. (2010). Do market efficiency measures yield correct inferences? A comparison of developed and emerging markets. Review of Financial Studies, 23, 3225–3277. Hou K, Xue C, Zhang L. (2014). Digesting anomalies: An investment approach. Review of Financial Studies, 28, 650-705.

This dataset has the META's historical data about its, open, high, low, and close prices, adjusted close prices, trading volume, returns, moving averages (50 and 200 days), volume change, market returns, CAPM (Capital Asset Pricing Model), price ranges (high-low, high-close, low-close), volatility, RSI (Relative Strength Index), momentum, volume moving averages (10, 50, 200 days), lagged prices and returns (1, 3, 5 days), risk factors (Mkt-RF, SMB, HML, RMW, CMA, RF), ADS Index, and unemployment rate. Additionally, there are specific data points for the stocks SNAP and TCEHY, including open, high, low, close, adjusted close, and volume.

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Index Time Series for VanEck Short Muni ETF. The frequency of the observation is daily. Moving average series are also typically included. The fund normally invests at least 80% of its total assets in fixed income securities that comprise the index. The index is comprised of publicly traded municipal bonds that cover the U.S. dollar denominated short-term tax-exempt bond market.

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This dataset provides foundational factor and portfolio return data used in empirical finance and asset pricing research. It contains: - Fama–French 3-Factor and 5-Factor models - Size (ME), Book-to-Market (B/M), Operating Profitability (OP), and Investment (Inv) portfolios - Bivariate portfolios (e.g., 2x3 Size-B/M sorts) - Industry portfolio returns All data originate from the Kenneth R. French Data Library and are based on CRSP and Compustat databases. Data are value-weighted and expressed in percentages.

Some files in this dataset contain header comments describing data sources and methodology (as shown below):

This file was created using the 202508 CRSP database.
The 1-month TBill rate data until 202405 are from Ibbotson Associates. 
Starting from 202406, the 1-month TBill rate is from ICE BofA US 1-Month Treasury Bill Index.

To correctly read such files in Python (pandas), use the comment parameter — it automatically ignores all lines starting with a specific symbol (e.g., none here, so you can skip manually):

Example 1 — Automatically detect header rows:

import pandas as pd

# Detect the first numeric line to find where data starts
file_path = "F-F_Research_Data_5_Factors_2x3.csv"

with open(file_path) as f:
  lines = f.readlines()

# Find where the header line (column names) appears
for i, line in enumerate(lines):
  if "Mkt-RF" in line:
    skip_rows = i
    break

df = pd.read_csv(file_path, skiprows=skip_rows, sep=r"\s+")
print(df.head())

Example 2 — Skip a known number of comment lines manually:

df = pd.read_csv("F-F_Research_Data_5_Factors_2x3.csv", skiprows=3, sep=r"\s+")

Example 3 — If comments are prefixed (e.g., with #):

df = pd.read_csv("F-F_Research_Data_5_Factors_2x3.csv", comment="#", sep=",")

File Structure Example

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Glacier surface mass balance (SMB) data are crucial to understand and quantify the regional effects of climate on glaciers and the high-mountain water cycle, yet observations cover only a small fraction of glaciers in the world. We present a dataset of annual glacier-wide surface mass balance of all the glaciers in the French Alps for the 1967-2015 period. This dataset has been reconstructed using deep learning (i.e. a deep artificial neural network), based on direct and remote sensing SMB observations, meteorological reanalyses and topographical data from glacier inventories. This data science reconstruction approach is embedded as a SMB component of the open-source ALpine Parameterized Glacier Model (ALPGM: https://zenodo.org/record/3609136). An extensive cross-validation allowed to assess the method’s validity, with an estimated average error (RMSE) of 0.49 m.w.e. a-1, an explained variance (r2) of 79% and an average bias of +0.017 m.w.e. a-1. We estimate an average regional area-weighted glacier-wide SMB of -0.72±0.20 m.w.e. a-1 for the 1967-2015 period, with moderately negative mass balances in the 1970s (-0.52 m.w.e. a-1) and 1980s (-0.12 m.w.e. a-1), and an increasing negative trend from the 1990s onwards, up to -1.39 m.w.e. a-1 in the 2010s. Following a topographical and regional analysis, we estimate that the massifs with the highest mass losses for this period are the Chablais (-0.90 m.w.e. a-1) and Ubaye and Champsaur (-0.91 m.w.e. a-1 both) ranges, and the ones presenting the lowest mass losses are the Mont-Blanc and Oisans ranges (-0.74 and -0.78 m.w.e. a-1 respectively). This dataset provides relevant and timely data for studies in the fields of glaciology, hydrology and ecology in the French Alps, in need of regional or glacier-specific meltwater contributions in glacierized catchments.

The SMB dataset is comprised of multiple CSV files, one for each of the 661 glaciers from the 2003 glacier inventory (Gardent et al., 2014), named with its GLIMS ID and RGI ID with the following format: GLIMS-ID_RGI-ID_SMB.csv. Both indexes are used since some glaciers that split into multiple sub-glaciers do not have an RGI ID. Split glaciers have the GLIMS ID of their "parent" glacier and an RGI ID equal to 0. Every file contains one column for the year number between 1967 and 2015 and another column for the annual glacier-wide SMB time series. Glaciers with remote sensing-derived observations (Rabatel et al., 2016) include this information as an additional column. This allows the user to choose the source of data, with remote sensing data having lower uncertainties (0.35±0.06 () m.w.e. a-1 as estimated in Rabatel et al. (2016)). Columns are separated by semicolon (;). All topographical data for the 661 glaciers can be found in the updated version of the 2003 glacier inventory included in the Supplementary material.

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Using all stocks listed in the Tokyo Stock Exchange and macroeconomic data for Japan, the dataset comprises the following series:

1. Japan_25_Portfolios_MV_PTBV: Monthly returns for 25 size-book-to-market equity portfolios, following the Fama and French (1993) methodology. (Raw data source: Datastream database)
2. Japan_25_Portfolios_MV_PE: Monthly returns for 25 size-PE portfolios, following the Fama and French (1993) methodology. (Raw data source: Datastream database)
3. Japan_50_Portfolios_SECTOR: Monthly returns for 50 industry portfolios. (Raw data source: Datastream database)
4. Japan_3 Factors: Fama and French three-factors (RM, SMB and HML), following the Fama and French (1993) methodology. (Raw data source: Datastream database)
5. Japan_5 Factors: Fama and French five-factors (RM, SMB, HML, RMW, and CMA), following the Fama and French (2015) methodology. (Raw data source: Datastream database)
6. Japan_NUCLEAR_Y: Instrument in years with a value of 1 when a nuclear disaster has occurred somewhere in the world and 0 otherwise. (Raw data source: Bloomberg and BBC News)
7. Japan_NUCLEAR_M: Instrument in months with a value of 1 when a nuclear disaster has occurred somewhere in the world and 0 otherwise. (Raw data source: Bloomberg and BBC News)
8. Japan_RF_M: Three-month interest rate of the Treasury Bill for Japan. (Raw data source: OECD)
9. Company data: Names and general data of the companies that constitute the sample. (Raw data source: Datastream database)
10. Number of stocks in portfolios: Number of stocks included each year in Japan_25_Portfolios_MV_PTBV, Japan_25_Portfolios_MV_PE and Japan_50_Portfolios_SECTOR. (Raw data source: Datastream database)

We have produced all return series using the following data from Datastream: (i) total return index (RI series), (ii) market value (MV series), (iii) market-to-book equity (PTBV series), (iv) total assets (WC02999 series), (v) return on equity (WC08301 series), (vi) price-to-earnings ratio (PE series), and (vii) industry (SECTOR series). We have used the generic rules suggested by Griffin, Kelly, & Nardari (2010) for excluding non-common equity securities from Datastream data. We also exclude stocks with less than twelve observations. Accordingly, our sample comprises a total number of 5,212 stocks.

REFERENCES:

Fama, E. F. and French, K. R. (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics, 33, 3–56. Fama, E. F. and French, K. R. (2015). A five-factor asset pricing model. Journal of Financial Economics, 116, 1–22. Griffin, J. M., Kelly, P., and Nardari, F. (2010). Do market efficiency measures yield correct inferences? A comparison of developed and emerging markets. Review of Financial Studies, 23, 3225–3277.

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There were estimated to be approximately *** million small and medium-sized enterprises (SMEs) worldwide in 2023. The number of SMEs dropped slightly in 2020 during the COVID-19 pandemic, but increased since.

[The protein encoded by this gene is one polypeptide of a small nuclear ribonucleoprotein complex and belongs to the snRNP SMB/SMN family. The protein ]