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The members of F-F_International_Countries.zip (and its _Wout_Div twin) use eight-character names, and Australia's is Austrlia.Dat, not Australia.Dat. Every Australia request failed with "not found in available indexes". The other twenty countries already map to their member names. Co-authored-by: artcashin <artinnj@gmail.com> Co-authored-by: Claude Opus 5.5 <noreply@anthropic.com> Co-authored-by: dlee-bq <dlee@brightquery.com> Co-authored-by: Danglewood <85772166+deeleeramone@users.noreply.github.com>
2329 lines
81 KiB
Python
2329 lines
81 KiB
Python
"""Constants for the Fama French datasets API."""
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from typing import Any, Literal
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BASE_URL = "https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/ftp/"
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PERCENT_UNIT: dict[str, Any] = {"x-unit_measurement": "percent"}
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DATASET_CHOICES = [
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{
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"label": "F-F Research Data Factors",
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"value": "F-F_Research_Data_Factors_CSV.zip",
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},
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{
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"label": "F-F Research Data Factors weekly",
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"value": "F-F_Research_Data_Factors_weekly_CSV.zip",
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},
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{
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"label": "F-F Research Data Factors daily",
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"value": "F-F_Research_Data_Factors_daily_CSV.zip",
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},
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{
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"label": "F-F Research Data 5 Factors 2x3",
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"value": "F-F_Research_Data_5_Factors_2x3_CSV.zip",
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},
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{
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"label": "F-F Research Data 5 Factors 2x3 daily",
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"value": "F-F_Research_Data_5_Factors_2x3_daily_CSV.zip",
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},
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{"label": "Portfolios Formed on ME", "value": "Portfolios_Formed_on_ME_CSV.zip"},
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{
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"label": "Portfolios Formed on ME Wout Div",
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"value": "Portfolios_Formed_on_ME_Wout_Div_CSV.zip",
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},
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{
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"label": "Portfolios Formed on ME Daily",
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"value": "Portfolios_Formed_on_ME_Daily_CSV.zip",
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},
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{
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"label": "Portfolios Formed on BE-ME",
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"value": "Portfolios_Formed_on_BE-ME_CSV.zip",
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},
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{
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"label": "Portfolios Formed on BE-ME Wout Div",
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"value": "Portfolios_Formed_on_BE-ME_Wout_Div_CSV.zip",
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},
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{
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"label": "Portfolios Formed on BE-ME Daily",
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"value": "Portfolios_Formed_on_BE-ME_Daily_CSV.zip",
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},
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{"label": "Portfolios Formed on OP", "value": "Portfolios_Formed_on_OP_CSV.zip"},
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{
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"label": "Portfolios Formed on OP Wout Div",
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"value": "Portfolios_Formed_on_OP_Wout_Div_CSV.zip",
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},
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{
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"label": "Portfolios Formed on OP Daily",
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"value": "Portfolios_Formed_on_OP_Daily_CSV.zip",
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},
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{"label": "Portfolios Formed on INV", "value": "Portfolios_Formed_on_INV_CSV.zip"},
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{
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"label": "Portfolios Formed on INV Wout Div",
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"value": "Portfolios_Formed_on_INV_Wout_Div_CSV.zip",
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},
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{
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"label": "Portfolios Formed on INV Daily",
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"value": "Portfolios_Formed_on_INV_Daily_CSV.zip",
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},
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{"label": "6 Portfolios 2x3", "value": "6_Portfolios_2x3_CSV.zip"},
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{
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"label": "6 Portfolios 2x3 Wout Div",
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"value": "6_Portfolios_2x3_Wout_Div_CSV.zip",
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},
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{"label": "6 Portfolios 2x3 weekly", "value": "6_Portfolios_2x3_weekly_CSV.zip"},
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{"label": "6 Portfolios 2x3 daily", "value": "6_Portfolios_2x3_daily_CSV.zip"},
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{"label": "25 Portfolios 5x5", "value": "25_Portfolios_5x5_CSV.zip"},
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{
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"label": "25 Portfolios 5x5 Wout Div",
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"value": "25_Portfolios_5x5_Wout_Div_CSV.zip",
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},
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{"label": "25 Portfolios 5x5 Daily", "value": "25_Portfolios_5x5_Daily_CSV.zip"},
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{"label": "100 Portfolios 10x10", "value": "100_Portfolios_10x10_CSV.zip"},
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{
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"label": "100 Portfolios 10x10 Wout Div",
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"value": "100_Portfolios_10x10_Wout_Div_CSV.zip",
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},
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{
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"label": "100 Portfolios 10x10 Daily",
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"value": "100_Portfolios_10x10_Daily_CSV.zip",
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},
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{"label": "6 Portfolios ME OP 2x3", "value": "6_Portfolios_ME_OP_2x3_CSV.zip"},
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{
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"label": "6 Portfolios ME OP 2x3 Wout Div",
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"value": "6_Portfolios_ME_OP_2x3_Wout_Div_CSV.zip",
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},
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{
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"label": "6 Portfolios ME OP 2x3 daily",
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"value": "6_Portfolios_ME_OP_2x3_daily_CSV.zip",
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},
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{"label": "25 Portfolios ME OP 5x5", "value": "25_Portfolios_ME_OP_5x5_CSV.zip"},
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{
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"label": "25 Portfolios ME OP 5x5 Wout Div",
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"value": "25_Portfolios_ME_OP_5x5_Wout_Div_CSV.zip",
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},
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{
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"label": "25 Portfolios ME OP 5x5 daily",
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"value": "25_Portfolios_ME_OP_5x5_daily_CSV.zip",
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},
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{
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"label": "100 Portfolios ME OP 10x10",
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"value": "100_Portfolios_ME_OP_10x10_CSV.zip",
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},
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{
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"label": "100 Portfolios 10x10 ME OP Wout Div",
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"value": "100_Portfolios_10x10_ME_OP_Wout_Div_CSV.zip",
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},
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{
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"label": "100 Portfolios ME OP 10x10 daily",
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"value": "100_Portfolios_ME_OP_10x10_daily_CSV.zip",
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},
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{"label": "6 Portfolios ME INV 2x3", "value": "6_Portfolios_ME_INV_2x3_CSV.zip"},
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{
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"label": "6 Portfolios ME INV 2x3 Wout Div",
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"value": "6_Portfolios_ME_INV_2x3_Wout_Div_CSV.zip",
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},
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{
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"label": "6 Portfolios ME INV 2x3 daily",
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"value": "6_Portfolios_ME_INV_2x3_daily_CSV.zip",
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},
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{"label": "25 Portfolios ME INV 5x5", "value": "25_Portfolios_ME_INV_5x5_CSV.zip"},
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{
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"label": "25 Portfolios ME INV 5x5 Wout Div",
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"value": "25_Portfolios_ME_INV_5x5_Wout_Div_CSV.zip",
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},
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{
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"label": "25 Portfolios ME INV 5x5 daily",
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"value": "25_Portfolios_ME_INV_5x5_daily_CSV.zip",
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},
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{
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"label": "100 Portfolios ME INV 10x10",
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"value": "100_Portfolios_ME_INV_10x10_CSV.zip",
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},
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{
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"label": "100 Portfolios 10x10 ME INV Wout Div",
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"value": "100_Portfolios_10x10_ME_INV_Wout_Div_CSV.zip",
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},
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{
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"label": "100 Portfolios ME INV 10x10 daily",
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"value": "100_Portfolios_ME_INV_10x10_daily_CSV.zip",
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},
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{
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"label": "25 Portfolios BEME OP 5x5",
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"value": "25_Portfolios_BEME_OP_5x5_CSV.zip",
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},
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{
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"label": "25 Portfolios BEME OP 5x5 Wout Div",
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"value": "25_Portfolios_BEME_OP_5x5_Wout_Div_CSV.zip",
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},
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{
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"label": "25 Portfolios BEME OP 5x5 daily",
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"value": "25_Portfolios_BEME_OP_5x5_daily_CSV.zip",
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},
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{
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"label": "25 Portfolios BEME INV 5x5",
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"value": "25_Portfolios_BEME_INV_5x5_CSV.zip",
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},
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{
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"label": "25 Portfolios BEME INV 5x5 Wout Div",
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"value": "25_Portfolios_BEME_INV_5x5_Wout_Div_CSV.zip",
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},
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{
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"label": "25 Portfolios BEME INV 5x5 daily",
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"value": "25_Portfolios_BEME_INV_5x5_daily_CSV.zip",
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},
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{"label": "25 Portfolios OP INV 5x5", "value": "25_Portfolios_OP_INV_5x5_CSV.zip"},
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{
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"label": "25 Portfolios OP INV 5x5 Wout Div",
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"value": "25_Portfolios_OP_INV_5x5_Wout_Div_CSV.zip",
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},
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{
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"label": "25 Portfolios OP INV 5x5 daily",
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"value": "25_Portfolios_OP_INV_5x5_daily_CSV.zip",
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},
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{
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"label": "32 Portfolios ME BEME OP 2x4x4",
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"value": "32_Portfolios_ME_BEME_OP_2x4x4_CSV.zip",
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},
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{
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"label": "32 Portfolios ME BEME OP 2x4x4 Wout Div",
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"value": "32_Portfolios_ME_BEME_OP_2x4x4_Wout_Div_CSV.zip",
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},
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{
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"label": "32 Portfolios ME BEME INV 2x4x4",
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"value": "32_Portfolios_ME_BEME_INV_2x4x4_CSV.zip",
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},
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{
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"label": "32 Portfolios ME BEME INV 2x4x4 Wout Div",
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"value": "32_Portfolios_ME_BEME_INV_2x4x4_Wout_Div_CSV.zip",
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},
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{
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"label": "32 Portfolios ME OP INV 2x4x4",
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"value": "32_Portfolios_ME_OP_INV_2x4x4_CSV.zip",
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},
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{
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"label": "32 Portfolios ME OP INV 2x4x4 Wout Div",
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"value": "32_Portfolios_ME_OP_INV_2x4x4_Wout_Div_CSV.zip",
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},
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{"label": "Portfolios Formed on E-P", "value": "Portfolios_Formed_on_E-P_CSV.zip"},
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{
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"label": "Portfolios Formed on E-P Wout Div",
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"value": "Portfolios_Formed_on_E-P_Wout_Div_CSV.zip",
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},
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{
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"label": "Portfolios Formed on CF-P",
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"value": "Portfolios_Formed_on_CF-P_CSV.zip",
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},
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{
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"label": "Portfolios Formed on CF-P Wout Div",
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"value": "Portfolios_Formed_on_CF-P_Wout_Div_CSV.zip",
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},
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{"label": "Portfolios Formed on D-P", "value": "Portfolios_Formed_on_D-P_CSV.zip"},
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{
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"label": "Portfolios Formed on D-P Wout Div",
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"value": "Portfolios_Formed_on_D-P_Wout_Div_CSV.zip",
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},
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{"label": "6 Portfolios ME EP 2x3", "value": "6_Portfolios_ME_EP_2x3_CSV.zip"},
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{
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"label": "6 Portfolios ME EP 2x3 Wout Div",
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"value": "6_Portfolios_ME_EP_2x3_Wout_Div_CSV.zip",
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},
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{"label": "6 Portfolios ME CFP 2x3", "value": "6_Portfolios_ME_CFP_2x3_CSV.zip"},
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{
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"label": "6 Portfolios ME CFP 2x3 Wout Div",
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"value": "6_Portfolios_ME_CFP_2x3_Wout_Div_CSV.zip",
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},
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{"label": "6 Portfolios ME DP 2x3", "value": "6_Portfolios_ME_DP_2x3_CSV.zip"},
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{
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"label": "6 Portfolios ME DP 2x3 Wout Div",
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"value": "6_Portfolios_ME_DP_2x3_Wout_Div_CSV.zip",
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},
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{"label": "F-F Momentum Factor", "value": "F-F_Momentum_Factor_CSV.zip"},
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{
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"label": "F-F Momentum Factor daily",
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"value": "F-F_Momentum_Factor_daily_CSV.zip",
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},
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{
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"label": "6 Portfolios ME Prior 12 2",
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"value": "6_Portfolios_ME_Prior_12_2_CSV.zip",
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},
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{
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"label": "6 Portfolios ME Prior 12 2 Daily",
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"value": "6_Portfolios_ME_Prior_12_2_Daily_CSV.zip",
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},
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{
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"label": "25 Portfolios ME Prior 12 2",
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"value": "25_Portfolios_ME_Prior_12_2_CSV.zip",
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},
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{
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"label": "25 Portfolios ME Prior 12 2 Daily",
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"value": "25_Portfolios_ME_Prior_12_2_Daily_CSV.zip",
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},
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{"label": "10 Portfolios Prior 12 2", "value": "10_Portfolios_Prior_12_2_CSV.zip"},
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{
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"label": "10 Portfolios Prior 12 2 Daily",
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"value": "10_Portfolios_Prior_12_2_Daily_CSV.zip",
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},
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{"label": "F-F ST Reversal Factor", "value": "F-F_ST_Reversal_Factor_CSV.zip"},
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{
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"label": "F-F ST Reversal Factor daily",
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"value": "F-F_ST_Reversal_Factor_daily_CSV.zip",
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},
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{
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"label": "6 Portfolios ME Prior 1 0",
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"value": "6_Portfolios_ME_Prior_1_0_CSV.zip",
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},
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{
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"label": "6 Portfolios ME Prior 1 0 Daily",
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"value": "6_Portfolios_ME_Prior_1_0_Daily_CSV.zip",
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},
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{
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"label": "25 Portfolios ME Prior 1 0",
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"value": "25_Portfolios_ME_Prior_1_0_CSV.zip",
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},
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{
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"label": "25 Portfolios ME Prior 1 0 Daily",
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"value": "25_Portfolios_ME_Prior_1_0_Daily_CSV.zip",
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},
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{"label": "10 Portfolios Prior 1 0", "value": "10_Portfolios_Prior_1_0_CSV.zip"},
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{
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"label": "10 Portfolios Prior 1 0 Daily",
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"value": "10_Portfolios_Prior_1_0_Daily_CSV.zip",
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},
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{"label": "F-F LT Reversal Factor", "value": "F-F_LT_Reversal_Factor_CSV.zip"},
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{
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"label": "F-F LT Reversal Factor daily",
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"value": "F-F_LT_Reversal_Factor_daily_CSV.zip",
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},
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{
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"label": "6 Portfolios ME Prior 60 13",
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"value": "6_Portfolios_ME_Prior_60_13_CSV.zip",
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},
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{
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"label": "6 Portfolios ME Prior 60 13 Daily",
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"value": "6_Portfolios_ME_Prior_60_13_Daily_CSV.zip",
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},
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{
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"label": "25 Portfolios ME Prior 60 13",
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"value": "25_Portfolios_ME_Prior_60_13_CSV.zip",
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},
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{
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"label": "25 Portfolios ME Prior 60 13 Daily",
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"value": "25_Portfolios_ME_Prior_60_13_Daily_CSV.zip",
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},
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{
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"label": "10 Portfolios Prior 60 13",
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"value": "10_Portfolios_Prior_60_13_CSV.zip",
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},
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{
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"label": "10 Portfolios Prior 60 13 Daily",
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"value": "10_Portfolios_Prior_60_13_Daily_CSV.zip",
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},
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{"label": "Portfolios Formed on AC", "value": "Portfolios_Formed_on_AC_CSV.zip"},
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{"label": "25 Portfolios ME AC 5x5", "value": "25_Portfolios_ME_AC_5x5_CSV.zip"},
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{
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"label": "Portfolios Formed on BETA",
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"value": "Portfolios_Formed_on_BETA_CSV.zip",
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},
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{
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"label": "25 Portfolios ME BETA 5x5",
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"value": "25_Portfolios_ME_BETA_5x5_CSV.zip",
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},
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{"label": "Portfolios Formed on NI", "value": "Portfolios_Formed_on_NI_CSV.zip"},
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{"label": "25 Portfolios ME NI 5x5", "value": "25_Portfolios_ME_NI_5x5_CSV.zip"},
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{"label": "Portfolios Formed on VAR", "value": "Portfolios_Formed_on_VAR_CSV.zip"},
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{"label": "25 Portfolios ME VAR 5x5", "value": "25_Portfolios_ME_VAR_5x5_CSV.zip"},
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{
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"label": "Portfolios Formed on RESVAR",
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"value": "Portfolios_Formed_on_RESVAR_CSV.zip",
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},
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{
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"label": "25 Portfolios ME RESVAR 5x5",
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"value": "25_Portfolios_ME_RESVAR_5x5_CSV.zip",
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},
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{"label": "5 Industry Portfolios", "value": "5_Industry_Portfolios_CSV.zip"},
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{
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"label": "5 Industry Portfolios Wout Div",
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"value": "5_Industry_Portfolios_Wout_Div_CSV.zip",
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},
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{
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"label": "5 Industry Portfolios daily",
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"value": "5_Industry_Portfolios_daily_CSV.zip",
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},
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{"label": "10 Industry Portfolios", "value": "10_Industry_Portfolios_CSV.zip"},
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{
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"label": "10 Industry Portfolios Wout Div",
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"value": "10_Industry_Portfolios_Wout_Div_CSV.zip",
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},
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{
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"label": "10 Industry Portfolios daily",
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"value": "10_Industry_Portfolios_daily_CSV.zip",
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},
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{"label": "12 Industry Portfolios", "value": "12_Industry_Portfolios_CSV.zip"},
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{
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"label": "12 Industry Portfolios Wout Div",
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"value": "12_Industry_Portfolios_Wout_Div_CSV.zip",
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},
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{
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"label": "12 Industry Portfolios daily",
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"value": "12_Industry_Portfolios_daily_CSV.zip",
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},
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{"label": "17 Industry Portfolios", "value": "17_Industry_Portfolios_CSV.zip"},
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{
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"label": "17 Industry Portfolios Wout Div",
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"value": "17_Industry_Portfolios_Wout_Div_CSV.zip",
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},
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{
|
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"label": "17 Industry Portfolios daily",
|
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"value": "17_Industry_Portfolios_daily_CSV.zip",
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},
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{"label": "30 Industry Portfolios", "value": "30_Industry_Portfolios_CSV.zip"},
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{
|
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"label": "30 Industry Portfolios Wout Div",
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"value": "30_Industry_Portfolios_Wout_Div_CSV.zip",
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},
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{
|
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"label": "30 Industry Portfolios daily",
|
|
"value": "30_Industry_Portfolios_daily_CSV.zip",
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},
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|
{"label": "38 Industry Portfolios", "value": "38_Industry_Portfolios_CSV.zip"},
|
|
{
|
|
"label": "38 Industry Portfolios Wout Div",
|
|
"value": "38_Industry_Portfolios_Wout_Div_CSV.zip",
|
|
},
|
|
{
|
|
"label": "38 Industry Portfolios daily",
|
|
"value": "38_Industry_Portfolios_daily_CSV.zip",
|
|
},
|
|
{"label": "48 Industry Portfolios", "value": "48_Industry_Portfolios_CSV.zip"},
|
|
{
|
|
"label": "48 Industry Portfolios Wout Div",
|
|
"value": "48_Industry_Portfolios_Wout_Div_CSV.zip",
|
|
},
|
|
{
|
|
"label": "48 Industry Portfolios daily",
|
|
"value": "48_Industry_Portfolios_daily_CSV.zip",
|
|
},
|
|
{"label": "49 Industry Portfolios", "value": "49_Industry_Portfolios_CSV.zip"},
|
|
{
|
|
"label": "49 Industry Portfolios Wout Div",
|
|
"value": "49_Industry_Portfolios_Wout_Div_CSV.zip",
|
|
},
|
|
{
|
|
"label": "49 Industry Portfolios daily",
|
|
"value": "49_Industry_Portfolios_daily_CSV.zip",
|
|
},
|
|
{"label": "ME Breakpoints", "value": "ME_Breakpoints_CSV.zip"},
|
|
{"label": "BE-ME Breakpoints", "value": "BE-ME_Breakpoints_CSV.zip"},
|
|
{"label": "OP Breakpoints", "value": "OP_Breakpoints_CSV.zip"},
|
|
{"label": "INV Breakpoints", "value": "INV_Breakpoints_CSV.zip"},
|
|
{"label": "E-P Breakpoints", "value": "E-P_Breakpoints_CSV.zip"},
|
|
{"label": "CF-P Breakpoints", "value": "CF-P_Breakpoints_CSV.zip"},
|
|
{"label": "D-P Breakpoints", "value": "D-P_Breakpoints_CSV.zip"},
|
|
{"label": "Prior 2-12 Breakpoints", "value": "Prior_2-12_Breakpoints_CSV.zip"},
|
|
{"label": "Developed 3 Factors", "value": "Developed_3_Factors_CSV.zip"},
|
|
{
|
|
"label": "Developed 3 Factors Daily",
|
|
"value": "Developed_3_Factors_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed ex US 3 Factors",
|
|
"value": "Developed_ex_US_3_Factors_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed ex US 3 Factors Daily",
|
|
"value": "Developed_ex_US_3_Factors_Daily_CSV.zip",
|
|
},
|
|
{"label": "Europe 3 Factors", "value": "Europe_3_Factors_CSV.zip"},
|
|
{"label": "Europe 3 Factors Daily", "value": "Europe_3_Factors_Daily_CSV.zip"},
|
|
{"label": "Japan 3 Factors", "value": "Japan_3_Factors_CSV.zip"},
|
|
{"label": "Japan 3 Factors Daily", "value": "Japan_3_Factors_Daily_CSV.zip"},
|
|
{
|
|
"label": "Asia Pacific ex Japan 3 Factors",
|
|
"value": "Asia_Pacific_ex_Japan_3_Factors_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Asia Pacific ex Japan 3 Factors Daily",
|
|
"value": "Asia_Pacific_ex_Japan_3_Factors_Daily_CSV.zip",
|
|
},
|
|
{"label": "North America 3 Factors", "value": "North_America_3_Factors_CSV.zip"},
|
|
{
|
|
"label": "North America 3 Factors Daily",
|
|
"value": "North_America_3_Factors_Daily_CSV.zip",
|
|
},
|
|
{"label": "Developed 5 Factors", "value": "Developed_5_Factors_CSV.zip"},
|
|
{
|
|
"label": "Developed 5 Factors Daily",
|
|
"value": "Developed_5_Factors_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed ex US 5 Factors",
|
|
"value": "Developed_ex_US_5_Factors_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed ex US 5 Factors Daily",
|
|
"value": "Developed_ex_US_5_Factors_Daily_CSV.zip",
|
|
},
|
|
{"label": "Europe 5 Factors", "value": "Europe_5_Factors_CSV.zip"},
|
|
{"label": "Europe 5 Factors Daily", "value": "Europe_5_Factors_Daily_CSV.zip"},
|
|
{"label": "Japan 5 Factors", "value": "Japan_5_Factors_CSV.zip"},
|
|
{"label": "Japan 5 Factors Daily", "value": "Japan_5_Factors_Daily_CSV.zip"},
|
|
{
|
|
"label": "Asia Pacific ex Japan 5 Factors",
|
|
"value": "Asia_Pacific_ex_Japan_5_Factors_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Asia Pacific ex Japan 5 Factors Daily",
|
|
"value": "Asia_Pacific_ex_Japan_5_Factors_Daily_CSV.zip",
|
|
},
|
|
{"label": "North America 5 Factors", "value": "North_America_5_Factors_CSV.zip"},
|
|
{
|
|
"label": "North America 5 Factors Daily",
|
|
"value": "North_America_5_Factors_Daily_CSV.zip",
|
|
},
|
|
{"label": "Developed Mom Factor", "value": "Developed_Mom_Factor_CSV.zip"},
|
|
{
|
|
"label": "Developed Mom Factor Daily",
|
|
"value": "Developed_Mom_Factor_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed ex US Mom Factor",
|
|
"value": "Developed_ex_US_Mom_Factor_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed ex US Mom Factor Daily",
|
|
"value": "Developed_ex_US_Mom_Factor_Daily_CSV.zip",
|
|
},
|
|
{"label": "Europe Mom Factor", "value": "Europe_Mom_Factor_CSV.zip"},
|
|
{"label": "Europe Mom Factor Daily", "value": "Europe_Mom_Factor_Daily_CSV.zip"},
|
|
{"label": "Japan Mom Factor", "value": "Japan_Mom_Factor_CSV.zip"},
|
|
{"label": "Japan Mom Factor Daily", "value": "Japan_Mom_Factor_Daily_CSV.zip"},
|
|
{
|
|
"label": "Asia Pacific ex Japan MOM Factor",
|
|
"value": "Asia_Pacific_ex_Japan_MOM_Factor_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Asia Pacific ex Japan MOM Factor Daily",
|
|
"value": "Asia_Pacific_ex_Japan_MOM_Factor_Daily_CSV.zip",
|
|
},
|
|
{"label": "North America Mom Factor", "value": "North_America_Mom_Factor_CSV.zip"},
|
|
{
|
|
"label": "North America Mom Factor Daily",
|
|
"value": "North_America_Mom_Factor_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed 6 Portfolios ME BE-ME",
|
|
"value": "Developed_6_Portfolios_ME_BE-ME_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed 6 Portfolios ME BE-ME daily",
|
|
"value": "Developed_6_Portfolios_ME_BE-ME_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed ex US 6 Portfolios ME BE-ME",
|
|
"value": "Developed_ex_US_6_Portfolios_ME_BE-ME_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed ex US 6 Portfolios ME BE-ME daily",
|
|
"value": "Developed_ex_US_6_Portfolios_ME_BE-ME_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Europe 6 Portfolios ME BE-ME",
|
|
"value": "Europe_6_Portfolios_ME_BE-ME_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Europe 6 Portfolios ME BE-ME daily",
|
|
"value": "Europe_6_Portfolios_ME_BE-ME_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Japan 6 Portfolios ME BE-ME",
|
|
"value": "Japan_6_Portfolios_ME_BE-ME_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Japan 6 Portfolios ME BE-ME daily",
|
|
"value": "Japan_6_Portfolios_ME_BE-ME_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Asia Pacific ex Japan 6 Portfolios ME BE-ME",
|
|
"value": "Asia_Pacific_ex_Japan_6_Portfolios_ME_BE-ME_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Asia Pacific ex Japan 6 Portfolios ME BE-ME daily",
|
|
"value": "Asia_Pacific_ex_Japan_6_Portfolios_ME_BE-ME_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "North America 6 Portfolios ME BE-ME",
|
|
"value": "North_America_6_Portfolios_ME_BE-ME_CSV.zip",
|
|
},
|
|
{
|
|
"label": "North America 6 Portfolios ME BE-ME daily",
|
|
"value": "North_America_6_Portfolios_ME_BE-ME_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed 25 Portfolios ME BE-ME",
|
|
"value": "Developed_25_Portfolios_ME_BE-ME_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed 25 Portfolios ME BE-ME daily",
|
|
"value": "Developed_25_Portfolios_ME_BE-ME_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed ex US 25 Portfolios ME BE-ME",
|
|
"value": "Developed_ex_US_25_Portfolios_ME_BE-ME_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed ex US 25 Portfolios ME BE-ME daily",
|
|
"value": "Developed_ex_US_25_Portfolios_ME_BE-ME_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Europe 25 Portfolios ME BE-ME",
|
|
"value": "Europe_25_Portfolios_ME_BE-ME_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Europe 25 Portfolios ME BE-ME daily",
|
|
"value": "Europe_25_Portfolios_ME_BE-ME_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Japan 25 Portfolios ME BE-ME",
|
|
"value": "Japan_25_Portfolios_ME_BE-ME_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Japan 25 Portfolios ME BE-ME daily",
|
|
"value": "Japan_25_Portfolios_ME_BE-ME_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Asia Pacific ex Japan 25 Portfolios ME BE-ME",
|
|
"value": "Asia_Pacific_ex_Japan_25_Portfolios_ME_BE-ME_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Asia Pacific ex Japan 25 Portfolios ME BE-ME daily",
|
|
"value": "Asia_Pacific_ex_Japan_25_Portfolios_ME_BE-ME_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "North America 25 Portfolios ME BE-ME",
|
|
"value": "North_America_25_Portfolios_ME_BE-ME_CSV.zip",
|
|
},
|
|
{
|
|
"label": "North America 25 Portfolios ME BE-ME daily",
|
|
"value": "North_America_25_Portfolios_ME_BE-ME_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed 6 Portfolios ME OP",
|
|
"value": "Developed_6_Portfolios_ME_OP_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed 6 Portfolios ME OP Daily",
|
|
"value": "Developed_6_Portfolios_ME_OP_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed ex US 6 Portfolios ME OP",
|
|
"value": "Developed_ex_US_6_Portfolios_ME_OP_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed ex US 6 Portfolios ME OP Daily",
|
|
"value": "Developed_ex_US_6_Portfolios_ME_OP_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Europe 6 Portfolios ME OP",
|
|
"value": "Europe_6_Portfolios_ME_OP_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Europe 6 Portfolios ME OP Daily",
|
|
"value": "Europe_6_Portfolios_ME_OP_Daily_CSV.zip",
|
|
},
|
|
{"label": "Japan 6 Portfolios ME OP", "value": "Japan_6_Portfolios_ME_OP_CSV.zip"},
|
|
{
|
|
"label": "Japan 6 Portfolios ME OP Daily",
|
|
"value": "Japan_6_Portfolios_ME_OP_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Asia Pacific ex Japan 6 Portfolios ME OP",
|
|
"value": "Asia_Pacific_ex_Japan_6_Portfolios_ME_OP_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Asia Pacific ex Japan 6 Portfolios ME OP Daily",
|
|
"value": "Asia_Pacific_ex_Japan_6_Portfolios_ME_OP_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "North America 6 Portfolios ME OP",
|
|
"value": "North_America_6_Portfolios_ME_OP_CSV.zip",
|
|
},
|
|
{
|
|
"label": "North America 6 Portfolios ME OP Daily",
|
|
"value": "North_America_6_Portfolios_ME_OP_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed 25 Portfolios ME OP",
|
|
"value": "Developed_25_Portfolios_ME_OP_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed 25 Portfolios ME OP Daily",
|
|
"value": "Developed_25_Portfolios_ME_OP_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed ex US 25 Portfolios ME OP",
|
|
"value": "Developed_ex_US_25_Portfolios_ME_OP_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed ex US 25 Portfolios ME OP Daily",
|
|
"value": "Developed_ex_US_25_Portfolios_ME_OP_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Europe 25 Portfolios ME OP",
|
|
"value": "Europe_25_Portfolios_ME_OP_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Europe 25 Portfolios ME OP Daily",
|
|
"value": "Europe_25_Portfolios_ME_OP_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Japan 25 Portfolios ME OP",
|
|
"value": "Japan_25_Portfolios_ME_OP_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Japan 25 Portfolios ME OP Daily",
|
|
"value": "Japan_25_Portfolios_ME_OP_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Asia Pacific ex Japan 25 Portfolios ME OP",
|
|
"value": "Asia_Pacific_ex_Japan_25_Portfolios_ME_OP_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Asia Pacific ex Japan 25 Portfolios ME OP Daily",
|
|
"value": "Asia_Pacific_ex_Japan_25_Portfolios_ME_OP_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "North America 25 Portfolios ME OP",
|
|
"value": "North_America_25_Portfolios_ME_OP_CSV.zip",
|
|
},
|
|
{
|
|
"label": "North America 25 Portfolios ME OP Daily",
|
|
"value": "North_America_25_Portfolios_ME_OP_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed 6 Portfolios ME INV",
|
|
"value": "Developed_6_Portfolios_ME_INV_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed 6 Portfolios ME INV Daily",
|
|
"value": "Developed_6_Portfolios_ME_INV_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed ex US 6 Portfolios ME INV",
|
|
"value": "Developed_ex_US_6_Portfolios_ME_INV_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed ex US 6 Portfolios ME INV Daily",
|
|
"value": "Developed_ex_US_6_Portfolios_ME_INV_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Europe 6 Portfolios ME INV",
|
|
"value": "Europe_6_Portfolios_ME_INV_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Europe 6 Portfolios ME INV Daily",
|
|
"value": "Europe_6_Portfolios_ME_INV_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Japan 6 Portfolios ME INV",
|
|
"value": "Japan_6_Portfolios_ME_INV_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Japan 6 Portfolios ME INV Daily",
|
|
"value": "Japan_6_Portfolios_ME_INV_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Asia Pacific ex Japan 6 Portfolios ME INV",
|
|
"value": "Asia_Pacific_ex_Japan_6_Portfolios_ME_INV_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Asia Pacific ex Japan 6 Portfolios ME INV Daily",
|
|
"value": "Asia_Pacific_ex_Japan_6_Portfolios_ME_INV_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "North America 6 Portfolios ME INV",
|
|
"value": "North_America_6_Portfolios_ME_INV_CSV.zip",
|
|
},
|
|
{
|
|
"label": "North America 6 Portfolios ME INV Daily",
|
|
"value": "North_America_6_Portfolios_ME_INV_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed 25 Portfolios ME INV",
|
|
"value": "Developed_25_Portfolios_ME_INV_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed 25 Portfolios ME INV Daily",
|
|
"value": "Developed_25_Portfolios_ME_INV_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed ex US 25 Portfolios ME INV",
|
|
"value": "Developed_ex_US_25_Portfolios_ME_INV_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed ex US 25 Portfolios ME INV Daily",
|
|
"value": "Developed_ex_US_25_Portfolios_ME_INV_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Europe 25 Portfolios ME INV",
|
|
"value": "Europe_25_Portfolios_ME_INV_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Europe 25 Portfolios ME INV Daily",
|
|
"value": "Europe_25_Portfolios_ME_INV_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Japan 25 Portfolios ME INV",
|
|
"value": "Japan_25_Portfolios_ME_INV_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Japan 25 Portfolios ME INV Daily",
|
|
"value": "Japan_25_Portfolios_ME_INV_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Asia Pacific ex Japan 25 Portfolios ME INV",
|
|
"value": "Asia_Pacific_ex_Japan_25_Portfolios_ME_INV_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Asia Pacific ex Japan 25 Portfolios ME INV Daily",
|
|
"value": "Asia_Pacific_ex_Japan_25_Portfolios_ME_INV_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "North America 25 Portfolios ME INV",
|
|
"value": "North_America_25_Portfolios_ME_INV_CSV.zip",
|
|
},
|
|
{
|
|
"label": "North America 25 Portfolios ME INV Daily",
|
|
"value": "North_America_25_Portfolios_ME_INV_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed 6 Portfolios ME Prior 12 2",
|
|
"value": "Developed_6_Portfolios_ME_Prior_12_2_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed 6 Portfolios ME Prior 250 20 daily",
|
|
"value": "Developed_6_Portfolios_ME_Prior_250_20_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed ex US 6 Portfolios ME Prior 12 2",
|
|
"value": "Developed_ex_US_6_Portfolios_ME_Prior_12_2_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed ex US 6 Portfolios ME Prior 250 20 daily",
|
|
"value": "Developed_ex_US_6_Portfolios_ME_Prior_250_20_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Europe 6 Portfolios ME Prior 12 2",
|
|
"value": "Europe_6_Portfolios_ME_Prior_12_2_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Europe 6 Portfolios ME Prior 250 20 daily",
|
|
"value": "Europe_6_Portfolios_ME_Prior_250_20_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Japan 6 Portfolios ME Prior 12 2",
|
|
"value": "Japan_6_Portfolios_ME_Prior_12_2_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Japan 6 Portfolios ME Prior 250 20 daily",
|
|
"value": "Japan_6_Portfolios_ME_Prior_250_20_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Asia Pacific ex Japan 6 Portfolios ME Prior 12 2",
|
|
"value": "Asia_Pacific_ex_Japan_6_Portfolios_ME_Prior_12_2_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Asia Pacific ex Japan 6 Portfolios ME Prior 250 20 daily",
|
|
"value": "Asia_Pacific_ex_Japan_6_Portfolios_ME_Prior_250_20_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "North America 6 Portfolios ME Prior 12 2",
|
|
"value": "North_America_6_Portfolios_ME_Prior_12_2_CSV.zip",
|
|
},
|
|
{
|
|
"label": "North America 6 Portfolios ME Prior 250 20 daily",
|
|
"value": "North_America_6_Portfolios_ME_Prior_250_20_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed 25 Portfolios ME Prior 12 2",
|
|
"value": "Developed_25_Portfolios_ME_Prior_12_2_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed 25 Portfolios ME Prior 250 20 daily",
|
|
"value": "Developed_25_Portfolios_ME_Prior_250_20_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed ex US 25 Portfolios ME Prior 12 2",
|
|
"value": "Developed_ex_US_25_Portfolios_ME_Prior_12_2_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed ex US 25 Portfolios ME Prior 250 20 daily",
|
|
"value": "Developed_ex_US_25_Portfolios_ME_Prior_250_20_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Europe 25 Portfolios ME Prior 12 2",
|
|
"value": "Europe_25_Portfolios_ME_Prior_12_2_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Europe 25 Portfolios ME Prior 250 20 daily",
|
|
"value": "Europe_25_Portfolios_ME_Prior_250_20_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Japan 25 Portfolios ME Prior 12 2",
|
|
"value": "Japan_25_Portfolios_ME_Prior_12_2_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Japan 25 Portfolios ME Prior 250 20 daily",
|
|
"value": "Japan_25_Portfolios_ME_Prior_250_20_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Asia Pacific ex Japan 25 Portfolios ME Prior 12 2",
|
|
"value": "Asia_Pacific_ex_Japan_25_Portfolios_ME_Prior_12_2_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Asia Pacific ex Japan 25 Portfolios ME Prior 250 20 daily",
|
|
"value": "Asia_Pacific_ex_Japan_25_Portfolios_ME_Prior_250_20_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "North America 25 Portfolios ME Prior 12 2",
|
|
"value": "North_America_25_Portfolios_ME_Prior_12_2_CSV.zip",
|
|
},
|
|
{
|
|
"label": "North America 25 Portfolios ME Prior 250 20 daily",
|
|
"value": "North_America_25_Portfolios_ME_Prior_250_20_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed 32 Portfolios ME BE-ME OP 2x4x4",
|
|
"value": "Developed_32_Portfolios_ME_BE-ME_OP_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed ex US 32 Portfolios ME BE-ME OP 2x4x4",
|
|
"value": "Developed_ex_US_32_Portfolios_ME_BE-ME_OP_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Europe 32 Portfolios ME BE-ME OP 2x4x4",
|
|
"value": "Europe_32_Portfolios_ME_BE-ME_OP_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Japan 32 Portfolios ME BE-ME OP 2x4x4",
|
|
"value": "Japan_32_Portfolios_ME_BE-ME_OP_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Asia Pacific ex Japan 32 Portfolios ME BE-ME OP 2x4x4",
|
|
"value": "Asia_Pacific_ex_Japan_32_Portfolios_ME_BE-ME_OP_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "North America 32 Portfolios ME BE-ME OP 2x4x4",
|
|
"value": "North_America_32_Portfolios_ME_BE-ME_OP_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed 32 Portfolios ME BE-ME INV(TA) 2x4x4",
|
|
"value": "Developed_32_Portfolios_ME_BE-ME_INV(TA)_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed ex US 32 Portfolios ME BE-ME INV(TA) 2x4x4",
|
|
"value": "Developed_ex_US_32_Portfolios_ME_BE-ME_INV(TA)_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Europe 32 Portfolios ME BE-ME INV(TA) 2x4x4",
|
|
"value": "Europe_32_Portfolios_ME_BE-ME_INV(TA)_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Japan 32 Portfolios ME BE-ME INV(TA) 2x4x4",
|
|
"value": "Japan_32_Portfolios_ME_BE-ME_INV(TA)_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Asia Pacific ex Japan 32 Portfolios ME BE-ME INV(TA) 2x4x4",
|
|
"value": "Asia_Pacific_ex_Japan_32_Portfolios_ME_BE-ME_INV(TA)_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "North America 32 Portfolios ME BE-ME INV(TA) 2x4x4",
|
|
"value": "North_America_32_Portfolios_ME_BE-ME_INV(TA)_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed 32 Portfolios ME INV(TA) OP 2x4x4",
|
|
"value": "Developed_32_Portfolios_ME_INV(TA)_OP_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Developed ex US 32 Portfolios ME INV(TA) OP 2x4x4",
|
|
"value": "Developed_ex_US_32_Portfolios_ME_INV(TA)_OP_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Europe 32 Portfolios ME INV(TA) OP 2x4x4",
|
|
"value": "Europe_32_Portfolios_ME_INV(TA)_OP_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Japan 32 Portfolios ME INV(TA) OP 2x4x4",
|
|
"value": "Japan_32_Portfolios_ME_INV(TA)_OP_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Asia Pacific ex Japan 32 Portfolios ME INV(TA) OP 2x4x4",
|
|
"value": "Asia_Pacific_ex_Japan_32_Portfolios_ME_INV(TA)_OP_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "North America 32 Portfolios ME INV(TA) OP 2x4x4",
|
|
"value": "North_America_32_Portfolios_ME_INV(TA)_OP_2x4x4_CSV.zip",
|
|
},
|
|
{"label": "Emerging 5 Factors", "value": "Emerging_5_Factors_CSV.zip"},
|
|
{"label": "Emerging MOM Factor", "value": "Emerging_MOM_Factor_CSV.zip"},
|
|
{
|
|
"label": "Emerging Markets 6 Portfolios ME BE-ME",
|
|
"value": "Emerging_Markets_6_Portfolios_ME_BE-ME_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Emerging Markets 6 Portfolios ME OP",
|
|
"value": "Emerging_Markets_6_Portfolios_ME_OP_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Emerging Markets 6 Portfolios ME INV",
|
|
"value": "Emerging_Markets_6_Portfolios_ME_INV_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Emerging Markets 6 Portfolios ME Prior 12 2",
|
|
"value": "Emerging_Markets_6_Portfolios_ME_Prior_12_2_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Emerging Markets 4 Portfolios BE-ME OP",
|
|
"value": "Emerging_Markets_4_Portfolios_BE-ME_OP_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Emerging Markets 4 Portfolios OP INV",
|
|
"value": "Emerging_Markets_4_Portfolios_OP_INV_CSV.zip",
|
|
},
|
|
{
|
|
"label": "Emerging Markets 4 Portfolios BE-ME INV",
|
|
"value": "Emerging_Markets_4_Portfolios_BE-ME_INV_CSV.zip",
|
|
},
|
|
]
|
|
|
|
|
|
COUNTRY_PORTFOLIOS_URLS = {
|
|
"dividends": "F-F_International_Countries.zip",
|
|
"ex": "F-F_International_Countries_Wout_Div.zip",
|
|
}
|
|
|
|
COUNTRY_PORTFOLIO_FILES = {
|
|
"Austria": "Austria.Dat",
|
|
"Australia": "Austrlia.Dat",
|
|
"Belgium": "Belgium.Dat",
|
|
"Canada": "Canada.Dat",
|
|
"Denmark": "Denmark.Dat",
|
|
"Finland": "Finland.Dat",
|
|
"France": "France.Dat",
|
|
"Germany": "Germany.Dat",
|
|
"Hong Kong": "HongKong.Dat",
|
|
"Ireland": "Ireland.Dat",
|
|
"Italy": "Italy.Dat",
|
|
"Japan": "Japan.Dat",
|
|
"Malaysia": "Malaysia.Dat",
|
|
"Netherlands": "Nethrlnd.Dat",
|
|
"New Zealand": "NewZland.Dat",
|
|
"Norway": "Norway.Dat",
|
|
"Singapore": "Singapor.Dat",
|
|
"Spain": "Spain.Dat",
|
|
"Sweden": "Sweden.Dat",
|
|
"Switzerland": "Swtzrlnd.Dat",
|
|
"United Kingdom": "UK.Dat",
|
|
}
|
|
|
|
CountryPortfolios = Literal[
|
|
"austria",
|
|
"australia",
|
|
"belgium",
|
|
"canada",
|
|
"denmark",
|
|
"finland",
|
|
"france",
|
|
"germany",
|
|
"hong_kong",
|
|
"ireland",
|
|
"italy",
|
|
"japan",
|
|
"malaysia",
|
|
"netherlands",
|
|
"new_zealand",
|
|
"norway",
|
|
"singapore",
|
|
"spain",
|
|
"sweden",
|
|
"switzerland",
|
|
"united_kingdom",
|
|
]
|
|
|
|
INTERNATIONAL_INDEX_PORTFOLIOS_URLS = {
|
|
"dividends": "F-F_International_Indices.zip",
|
|
"ex": "F-F_International_Indices_Wout_Div.zip",
|
|
}
|
|
|
|
INTERNATIONAL_INDEX_PORTFOLIO_FILES = {
|
|
"uk": "Ind_UK.Dat",
|
|
"scandinavia": "Ind_Scandinavia.Dat",
|
|
"europe": "Ind_Eur_With_UK.Dat",
|
|
"europe_ex_uk": "Ind_Eur_WOut_UK.Dat",
|
|
"asia_pacific": "Ind_Asia_Pacific.Dat",
|
|
"all": "Ind_all.Dat",
|
|
}
|
|
|
|
InternationalIndexPortfolios = Literal[
|
|
"uk",
|
|
"scandinavia",
|
|
"europe",
|
|
"europe_ex_uk",
|
|
"asia_pacific",
|
|
"all",
|
|
]
|
|
|
|
|
|
REGIONS_MAP = {
|
|
"america": "",
|
|
"north_america": "North_America",
|
|
"europe": "Europe",
|
|
"japan": "Japan",
|
|
"asia_pacific_ex_japan": "Asia_Pacific_ex_Japan",
|
|
"developed": "Developed",
|
|
"developed_ex_us": "Developed_ex_US",
|
|
"emerging": "Emerging_Markets",
|
|
}
|
|
|
|
|
|
FACTOR_REGION_MAP: dict[str, Any] = {
|
|
"america": {
|
|
"factors": {
|
|
"3_Factors": "F-F_Research_Data_Factors",
|
|
"5_Factors": "F-F_Research_Data_5_Factors_2x3",
|
|
"Momentum": "F-F_Momentum_Factor",
|
|
"ST_Reversal": "F-F_ST_Reversal_Factor",
|
|
"LT_Reversal": "F-F_LT_Reversal_Factor",
|
|
},
|
|
"intervals": {
|
|
"3_Factors": {
|
|
"daily": "_daily",
|
|
"weekly": "_weekly",
|
|
"monthly": "",
|
|
"annual": "",
|
|
},
|
|
"5_Factors": {"daily": "_daily", "monthly": "", "annual": ""},
|
|
"Momentum": {"daily": "_daily", "monthly": ""},
|
|
"ST_Reversal": {"daily": "_daily", "monthly": ""},
|
|
"LT_Reversal": {"daily": "_daily", "monthly": ""},
|
|
},
|
|
},
|
|
"north_america": {
|
|
"factors": {
|
|
"3_Factors": "North_America_3_Factors",
|
|
"5_Factors": "North_America_5_Factors",
|
|
"Momentum": "North_America_Mom_Factor",
|
|
},
|
|
"intervals": {
|
|
"3_Factors": {"daily": "_Daily", "monthly": "", "annual": ""},
|
|
"5_Factors": {"daily": "_Daily", "monthly": "", "annual": ""},
|
|
"Momentum": {"daily": "_Daily", "monthly": "", "annual": ""},
|
|
},
|
|
},
|
|
"europe": {
|
|
"factors": {
|
|
"3_Factors": "Europe_3_Factors",
|
|
"5_Factors": "Europe_5_Factors",
|
|
"Momentum": "Europe_Mom_Factor",
|
|
},
|
|
"intervals": {
|
|
"3_Factors": {"daily": "_Daily", "monthly": "", "annual": ""},
|
|
"5_Factors": {"daily": "_Daily", "monthly": "", "annual": ""},
|
|
"Momentum": {"daily": "_Daily", "monthly": "", "annual": ""},
|
|
},
|
|
},
|
|
"japan": {
|
|
"factors": {
|
|
"3_Factors": "Japan_3_Factors",
|
|
"5_Factors": "Japan_5_Factors",
|
|
"Momentum": "Japan_Mom_Factor",
|
|
},
|
|
"intervals": {
|
|
"3_Factors": {"daily": "_Daily", "monthly": "", "annual": ""},
|
|
"5_Factors": {"daily": "_Daily", "monthly": "", "annual": ""},
|
|
"Momentum": {"daily": "_Daily", "monthly": "", "annual": ""},
|
|
},
|
|
},
|
|
"asia_pacific_ex_japan": {
|
|
"factors": {
|
|
"3_Factors": "Asia_Pacific_ex_Japan_3_Factors",
|
|
"5_Factors": "Asia_Pacific_ex_Japan_5_Factors",
|
|
"Momentum": "Asia_Pacific_ex_Japan_MOM_Factor",
|
|
},
|
|
"intervals": {
|
|
"3_Factors": {"daily": "_Daily", "monthly": "", "annual": ""},
|
|
"5_Factors": {"daily": "_Daily", "monthly": "", "annual": ""},
|
|
"Momentum": {"daily": "_Daily", "monthly": "", "annual": ""},
|
|
},
|
|
},
|
|
"developed": {
|
|
"factors": {
|
|
"3_Factors": "Developed_3_Factors",
|
|
"5_Factors": "Developed_5_Factors",
|
|
"Momentum": "Developed_Mom_Factor",
|
|
},
|
|
"intervals": {
|
|
"3_Factors": {"daily": "_Daily", "monthly": "", "annual": ""},
|
|
"5_Factors": {"daily": "_Daily", "monthly": "", "annual": ""},
|
|
"Momentum": {"daily": "_Daily", "monthly": "", "annual": ""},
|
|
},
|
|
},
|
|
"developed_ex_us": {
|
|
"factors": {
|
|
"3_Factors": "Developed_ex_US_3_Factors",
|
|
"5_Factors": "Developed_ex_US_5_Factors",
|
|
"Momentum": "Developed_ex_US_Mom_Factor",
|
|
},
|
|
"intervals": {
|
|
"3_Factors": {"daily": "_Daily", "monthly": "", "annual": ""},
|
|
"5_Factors": {"daily": "_Daily", "monthly": "", "annual": ""},
|
|
"Momentum": {"daily": "_Daily", "monthly": "", "annual": ""},
|
|
},
|
|
},
|
|
"emerging": {
|
|
"factors": {
|
|
"5_Factors": "Emerging_5_Factors",
|
|
"Momentum": "Emerging_MOM_Factor",
|
|
},
|
|
"intervals": {
|
|
"5_Factors": {"monthly": "", "annual": ""},
|
|
"Momentum": {"monthly": "", "annual": ""},
|
|
},
|
|
},
|
|
}
|
|
|
|
USPortfolios = Literal[
|
|
"portfolios_formed_on_me",
|
|
"portfolios_formed_on_me_wout_div",
|
|
"portfolios_formed_on_me_daily",
|
|
"portfolios_formed_on_be-me",
|
|
"portfolios_formed_on_be-me_wout_div",
|
|
"portfolios_formed_on_be-me_daily",
|
|
"portfolios_formed_on_op",
|
|
"portfolios_formed_on_op_wout_div",
|
|
"portfolios_formed_on_op_daily",
|
|
"portfolios_formed_on_inv",
|
|
"portfolios_formed_on_inv_wout_div",
|
|
"portfolios_formed_on_inv_daily",
|
|
"6_portfolios_2x3",
|
|
"6_portfolios_2x3_wout_div",
|
|
"6_portfolios_2x3_weekly",
|
|
"6_portfolios_2x3_daily",
|
|
"25_portfolios_5x5",
|
|
"25_portfolios_5x5_wout_div",
|
|
"25_portfolios_5x5_daily",
|
|
"100_portfolios_10x10",
|
|
"100_portfolios_10x10_wout_div",
|
|
"100_portfolios_10x10_daily",
|
|
"6_portfolios_me_op_2x3",
|
|
"6_portfolios_me_op_2x3_wout_div",
|
|
"6_portfolios_me_op_2x3_daily",
|
|
"25_portfolios_me_op_5x5",
|
|
"25_portfolios_me_op_5x5_wout_div",
|
|
"25_portfolios_me_op_5x5_daily",
|
|
"100_portfolios_me_op_10x10",
|
|
"100_portfolios_10x10_me_op_wout_div",
|
|
"100_portfolios_me_op_10x10_daily",
|
|
"6_portfolios_me_inv_2x3",
|
|
"6_portfolios_me_inv_2x3_wout_div",
|
|
"6_portfolios_me_inv_2x3_daily",
|
|
"25_portfolios_me_inv_5x5",
|
|
"25_portfolios_me_inv_5x5_wout_div",
|
|
"25_portfolios_me_inv_5x5_daily",
|
|
"100_portfolios_me_inv_10x10",
|
|
"100_portfolios_10x10_me_inv_wout_div",
|
|
"100_portfolios_me_inv_10x10_daily",
|
|
"25_portfolios_beme_op_5x5",
|
|
"25_portfolios_beme_op_5x5_wout_div",
|
|
"25_portfolios_beme_op_5x5_daily",
|
|
"25_portfolios_beme_inv_5x5",
|
|
"25_portfolios_beme_inv_5x5_wout_div",
|
|
"25_portfolios_beme_inv_5x5_daily",
|
|
"25_portfolios_op_inv_5x5",
|
|
"25_portfolios_op_inv_5x5_wout_div",
|
|
"25_portfolios_op_inv_5x5_daily",
|
|
"32_portfolios_me_beme_op_2x4x4",
|
|
"32_portfolios_me_beme_op_2x4x4_wout_div",
|
|
"32_portfolios_me_beme_inv_2x4x4",
|
|
"32_portfolios_me_beme_inv_2x4x4_wout_div",
|
|
"32_portfolios_me_op_inv_2x4x4",
|
|
"32_portfolios_me_op_inv_2x4x4_wout_div",
|
|
"portfolios_formed_on_e-p",
|
|
"portfolios_formed_on_e-p_wout_div",
|
|
"portfolios_formed_on_cf-p",
|
|
"portfolios_formed_on_cf-p_wout_div",
|
|
"portfolios_formed_on_d-p",
|
|
"portfolios_formed_on_d-p_wout_div",
|
|
"6_portfolios_me_ep_2x3",
|
|
"6_portfolios_me_ep_2x3_wout_div",
|
|
"6_portfolios_me_cfp_2x3",
|
|
"6_portfolios_me_cfp_2x3_wout_div",
|
|
"6_portfolios_me_dp_2x3",
|
|
"6_portfolios_me_dp_2x3_wout_div",
|
|
"6_portfolios_me_prior_12_2",
|
|
"6_portfolios_me_prior_12_2_daily",
|
|
"25_portfolios_me_prior_12_2",
|
|
"25_portfolios_me_prior_12_2_daily",
|
|
"10_portfolios_prior_12_2",
|
|
"10_portfolios_prior_12_2_daily",
|
|
"6_portfolios_me_prior_1_0",
|
|
"6_portfolios_me_prior_1_0_daily",
|
|
"25_portfolios_me_prior_1_0",
|
|
"25_portfolios_me_prior_1_0_daily",
|
|
"10_portfolios_prior_1_0",
|
|
"10_portfolios_prior_1_0_daily",
|
|
"6_portfolios_me_prior_60_13",
|
|
"6_portfolios_me_prior_60_13_daily",
|
|
"25_portfolios_me_prior_60_13",
|
|
"25_portfolios_me_prior_60_13_daily",
|
|
"10_portfolios_prior_60_13",
|
|
"10_portfolios_prior_60_13_daily",
|
|
"portfolios_formed_on_ac",
|
|
"25_portfolios_me_ac_5x5",
|
|
"portfolios_formed_on_beta",
|
|
"25_portfolios_me_beta_5x5",
|
|
"portfolios_formed_on_ni",
|
|
"25_portfolios_me_ni_5x5",
|
|
"portfolios_formed_on_var",
|
|
"25_portfolios_me_var_5x5",
|
|
"portfolios_formed_on_resvar",
|
|
"25_portfolios_me_resvar_5x5",
|
|
"5_industry_portfolios",
|
|
"5_industry_portfolios_wout_div",
|
|
"5_industry_portfolios_daily",
|
|
"10_industry_portfolios",
|
|
"10_industry_portfolios_wout_div",
|
|
"10_industry_portfolios_daily",
|
|
"12_industry_portfolios",
|
|
"12_industry_portfolios_wout_div",
|
|
"12_industry_portfolios_daily",
|
|
"17_industry_portfolios",
|
|
"17_industry_portfolios_wout_div",
|
|
"17_industry_portfolios_daily",
|
|
"30_industry_portfolios",
|
|
"30_industry_portfolios_wout_div",
|
|
"30_industry_portfolios_daily",
|
|
"38_industry_portfolios",
|
|
"38_industry_portfolios_wout_div",
|
|
"38_industry_portfolios_daily",
|
|
"48_industry_portfolios",
|
|
"48_industry_portfolios_wout_div",
|
|
"48_industry_portfolios_daily",
|
|
"49_industry_portfolios",
|
|
"49_industry_portfolios_wout_div",
|
|
"49_industry_portfolios_daily",
|
|
]
|
|
|
|
|
|
portfolio_choices = [
|
|
{"label": "portfolios_formed_on_me", "value": "Portfolios_Formed_on_ME_CSV.zip"},
|
|
{
|
|
"label": "portfolios_formed_on_me_wout_div",
|
|
"value": "Portfolios_Formed_on_ME_Wout_Div_CSV.zip",
|
|
},
|
|
{
|
|
"label": "portfolios_formed_on_me_daily",
|
|
"value": "Portfolios_Formed_on_ME_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "portfolios_formed_on_be-me",
|
|
"value": "Portfolios_Formed_on_BE-ME_CSV.zip",
|
|
},
|
|
{
|
|
"label": "portfolios_formed_on_be-me_wout_div",
|
|
"value": "Portfolios_Formed_on_BE-ME_Wout_Div_CSV.zip",
|
|
},
|
|
{
|
|
"label": "portfolios_formed_on_be-me_daily",
|
|
"value": "Portfolios_Formed_on_BE-ME_Daily_CSV.zip",
|
|
},
|
|
{"label": "portfolios_formed_on_op", "value": "Portfolios_Formed_on_OP_CSV.zip"},
|
|
{
|
|
"label": "portfolios_formed_on_op_wout_div",
|
|
"value": "Portfolios_Formed_on_OP_Wout_Div_CSV.zip",
|
|
},
|
|
{
|
|
"label": "portfolios_formed_on_op_daily",
|
|
"value": "Portfolios_Formed_on_OP_Daily_CSV.zip",
|
|
},
|
|
{"label": "portfolios_formed_on_inv", "value": "Portfolios_Formed_on_INV_CSV.zip"},
|
|
{
|
|
"label": "portfolios_formed_on_inv_wout_div",
|
|
"value": "Portfolios_Formed_on_INV_Wout_Div_CSV.zip",
|
|
},
|
|
{
|
|
"label": "portfolios_formed_on_inv_daily",
|
|
"value": "Portfolios_Formed_on_INV_Daily_CSV.zip",
|
|
},
|
|
{"label": "6_portfolios_2x3", "value": "6_Portfolios_2x3_CSV.zip"},
|
|
{
|
|
"label": "6_portfolios_2x3_wout_div",
|
|
"value": "6_Portfolios_2x3_Wout_Div_CSV.zip",
|
|
},
|
|
{"label": "6_portfolios_2x3_weekly", "value": "6_Portfolios_2x3_weekly_CSV.zip"},
|
|
{"label": "6_portfolios_2x3_daily", "value": "6_Portfolios_2x3_daily_CSV.zip"},
|
|
{"label": "25_portfolios_5x5", "value": "25_Portfolios_5x5_CSV.zip"},
|
|
{
|
|
"label": "25_portfolios_5x5_wout_div",
|
|
"value": "25_Portfolios_5x5_Wout_Div_CSV.zip",
|
|
},
|
|
{"label": "25_portfolios_5x5_daily", "value": "25_Portfolios_5x5_Daily_CSV.zip"},
|
|
{"label": "100_portfolios_10x10", "value": "100_Portfolios_10x10_CSV.zip"},
|
|
{
|
|
"label": "100_portfolios_10x10_wout_div",
|
|
"value": "100_Portfolios_10x10_Wout_Div_CSV.zip",
|
|
},
|
|
{
|
|
"label": "100_portfolios_10x10_daily",
|
|
"value": "100_Portfolios_10x10_Daily_CSV.zip",
|
|
},
|
|
{"label": "6_portfolios_me_op_2x3", "value": "6_Portfolios_ME_OP_2x3_CSV.zip"},
|
|
{
|
|
"label": "6_portfolios_me_op_2x3_wout_div",
|
|
"value": "6_Portfolios_ME_OP_2x3_Wout_Div_CSV.zip",
|
|
},
|
|
{
|
|
"label": "6_portfolios_me_op_2x3_daily",
|
|
"value": "6_Portfolios_ME_OP_2x3_daily_CSV.zip",
|
|
},
|
|
{"label": "25_portfolios_me_op_5x5", "value": "25_Portfolios_ME_OP_5x5_CSV.zip"},
|
|
{
|
|
"label": "25_portfolios_me_op_5x5_wout_div",
|
|
"value": "25_Portfolios_ME_OP_5x5_Wout_Div_CSV.zip",
|
|
},
|
|
{
|
|
"label": "25_portfolios_me_op_5x5_daily",
|
|
"value": "25_Portfolios_ME_OP_5x5_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "100_portfolios_me_op_10x10",
|
|
"value": "100_Portfolios_ME_OP_10x10_CSV.zip",
|
|
},
|
|
{
|
|
"label": "100_portfolios_10x10_me_op_wout_div",
|
|
"value": "100_Portfolios_10x10_ME_OP_Wout_Div_CSV.zip",
|
|
},
|
|
{
|
|
"label": "100_portfolios_me_op_10x10_daily",
|
|
"value": "100_Portfolios_ME_OP_10x10_daily_CSV.zip",
|
|
},
|
|
{"label": "6_portfolios_me_inv_2x3", "value": "6_Portfolios_ME_INV_2x3_CSV.zip"},
|
|
{
|
|
"label": "6_portfolios_me_inv_2x3_wout_div",
|
|
"value": "6_Portfolios_ME_INV_2x3_Wout_Div_CSV.zip",
|
|
},
|
|
{
|
|
"label": "6_portfolios_me_inv_2x3_daily",
|
|
"value": "6_Portfolios_ME_INV_2x3_daily_CSV.zip",
|
|
},
|
|
{"label": "25_portfolios_me_inv_5x5", "value": "25_Portfolios_ME_INV_5x5_CSV.zip"},
|
|
{
|
|
"label": "25_portfolios_me_inv_5x5_wout_div",
|
|
"value": "25_Portfolios_ME_INV_5x5_Wout_Div_CSV.zip",
|
|
},
|
|
{
|
|
"label": "25_portfolios_me_inv_5x5_daily",
|
|
"value": "25_Portfolios_ME_INV_5x5_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "100_portfolios_me_inv_10x10",
|
|
"value": "100_Portfolios_ME_INV_10x10_CSV.zip",
|
|
},
|
|
{
|
|
"label": "100_portfolios_10x10_me_inv_wout_div",
|
|
"value": "100_Portfolios_10x10_ME_INV_Wout_Div_CSV.zip",
|
|
},
|
|
{
|
|
"label": "100_portfolios_me_inv_10x10_daily",
|
|
"value": "100_Portfolios_ME_INV_10x10_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "25_portfolios_beme_op_5x5",
|
|
"value": "25_Portfolios_BEME_OP_5x5_CSV.zip",
|
|
},
|
|
{
|
|
"label": "25_portfolios_beme_op_5x5_wout_div",
|
|
"value": "25_Portfolios_BEME_OP_5x5_Wout_Div_CSV.zip",
|
|
},
|
|
{
|
|
"label": "25_portfolios_beme_op_5x5_daily",
|
|
"value": "25_Portfolios_BEME_OP_5x5_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "25_portfolios_beme_inv_5x5",
|
|
"value": "25_Portfolios_BEME_INV_5x5_CSV.zip",
|
|
},
|
|
{
|
|
"label": "25_portfolios_beme_inv_5x5_wout_div",
|
|
"value": "25_Portfolios_BEME_INV_5x5_Wout_Div_CSV.zip",
|
|
},
|
|
{
|
|
"label": "25_portfolios_beme_inv_5x5_daily",
|
|
"value": "25_Portfolios_BEME_INV_5x5_daily_CSV.zip",
|
|
},
|
|
{"label": "25_portfolios_op_inv_5x5", "value": "25_Portfolios_OP_INV_5x5_CSV.zip"},
|
|
{
|
|
"label": "25_portfolios_op_inv_5x5_wout_div",
|
|
"value": "25_Portfolios_OP_INV_5x5_Wout_Div_CSV.zip",
|
|
},
|
|
{
|
|
"label": "25_portfolios_op_inv_5x5_daily",
|
|
"value": "25_Portfolios_OP_INV_5x5_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "32_portfolios_me_beme_op_2x4x4",
|
|
"value": "32_Portfolios_ME_BEME_OP_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "32_portfolios_me_beme_op_2x4x4_wout_div",
|
|
"value": "32_Portfolios_ME_BEME_OP_2x4x4_Wout_Div_CSV.zip",
|
|
},
|
|
{
|
|
"label": "32_portfolios_me_beme_inv_2x4x4",
|
|
"value": "32_Portfolios_ME_BEME_INV_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "32_portfolios_me_beme_inv_2x4x4_wout_div",
|
|
"value": "32_Portfolios_ME_BEME_INV_2x4x4_Wout_Div_CSV.zip",
|
|
},
|
|
{
|
|
"label": "32_portfolios_me_op_inv_2x4x4",
|
|
"value": "32_Portfolios_ME_OP_INV_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "32_portfolios_me_op_inv_2x4x4_wout_div",
|
|
"value": "32_Portfolios_ME_OP_INV_2x4x4_Wout_Div_CSV.zip",
|
|
},
|
|
{"label": "portfolios_formed_on_e-p", "value": "Portfolios_Formed_on_E-P_CSV.zip"},
|
|
{
|
|
"label": "portfolios_formed_on_e-p_wout_div",
|
|
"value": "Portfolios_Formed_on_E-P_Wout_Div_CSV.zip",
|
|
},
|
|
{
|
|
"label": "portfolios_formed_on_cf-p",
|
|
"value": "Portfolios_Formed_on_CF-P_CSV.zip",
|
|
},
|
|
{
|
|
"label": "portfolios_formed_on_cf-p_wout_div",
|
|
"value": "Portfolios_Formed_on_CF-P_Wout_Div_CSV.zip",
|
|
},
|
|
{"label": "portfolios_formed_on_d-p", "value": "Portfolios_Formed_on_D-P_CSV.zip"},
|
|
{
|
|
"label": "portfolios_formed_on_d-p_wout_div",
|
|
"value": "Portfolios_Formed_on_D-P_Wout_Div_CSV.zip",
|
|
},
|
|
{"label": "6_portfolios_me_ep_2x3", "value": "6_Portfolios_ME_EP_2x3_CSV.zip"},
|
|
{
|
|
"label": "6_portfolios_me_ep_2x3_wout_div",
|
|
"value": "6_Portfolios_ME_EP_2x3_Wout_Div_CSV.zip",
|
|
},
|
|
{"label": "6_portfolios_me_cfp_2x3", "value": "6_Portfolios_ME_CFP_2x3_CSV.zip"},
|
|
{
|
|
"label": "6_portfolios_me_cfp_2x3_wout_div",
|
|
"value": "6_Portfolios_ME_CFP_2x3_Wout_Div_CSV.zip",
|
|
},
|
|
{"label": "6_portfolios_me_dp_2x3", "value": "6_Portfolios_ME_DP_2x3_CSV.zip"},
|
|
{
|
|
"label": "6_portfolios_me_dp_2x3_wout_div",
|
|
"value": "6_Portfolios_ME_DP_2x3_Wout_Div_CSV.zip",
|
|
},
|
|
{
|
|
"label": "6_portfolios_me_prior_12_2",
|
|
"value": "6_Portfolios_ME_Prior_12_2_CSV.zip",
|
|
},
|
|
{
|
|
"label": "6_portfolios_me_prior_12_2_daily",
|
|
"value": "6_Portfolios_ME_Prior_12_2_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "25_portfolios_me_prior_12_2",
|
|
"value": "25_Portfolios_ME_Prior_12_2_CSV.zip",
|
|
},
|
|
{
|
|
"label": "25_portfolios_me_prior_12_2_daily",
|
|
"value": "25_Portfolios_ME_Prior_12_2_Daily_CSV.zip",
|
|
},
|
|
{"label": "10_portfolios_prior_12_2", "value": "10_Portfolios_Prior_12_2_CSV.zip"},
|
|
{
|
|
"label": "10_portfolios_prior_12_2_daily",
|
|
"value": "10_Portfolios_Prior_12_2_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "6_portfolios_me_prior_1_0",
|
|
"value": "6_Portfolios_ME_Prior_1_0_CSV.zip",
|
|
},
|
|
{
|
|
"label": "6_portfolios_me_prior_1_0_daily",
|
|
"value": "6_Portfolios_ME_Prior_1_0_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "25_portfolios_me_prior_1_0",
|
|
"value": "25_Portfolios_ME_Prior_1_0_CSV.zip",
|
|
},
|
|
{
|
|
"label": "25_portfolios_me_prior_1_0_daily",
|
|
"value": "25_Portfolios_ME_Prior_1_0_Daily_CSV.zip",
|
|
},
|
|
{"label": "10_portfolios_prior_1_0", "value": "10_Portfolios_Prior_1_0_CSV.zip"},
|
|
{
|
|
"label": "10_portfolios_prior_1_0_daily",
|
|
"value": "10_Portfolios_Prior_1_0_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "6_portfolios_me_prior_60_13",
|
|
"value": "6_Portfolios_ME_Prior_60_13_CSV.zip",
|
|
},
|
|
{
|
|
"label": "6_portfolios_me_prior_60_13_daily",
|
|
"value": "6_Portfolios_ME_Prior_60_13_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "25_portfolios_me_prior_60_13",
|
|
"value": "25_Portfolios_ME_Prior_60_13_CSV.zip",
|
|
},
|
|
{
|
|
"label": "25_portfolios_me_prior_60_13_daily",
|
|
"value": "25_Portfolios_ME_Prior_60_13_Daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "10_portfolios_prior_60_13",
|
|
"value": "10_Portfolios_Prior_60_13_CSV.zip",
|
|
},
|
|
{
|
|
"label": "10_portfolios_prior_60_13_daily",
|
|
"value": "10_Portfolios_Prior_60_13_Daily_CSV.zip",
|
|
},
|
|
{"label": "portfolios_formed_on_ac", "value": "Portfolios_Formed_on_AC_CSV.zip"},
|
|
{"label": "25_portfolios_me_ac_5x5", "value": "25_Portfolios_ME_AC_5x5_CSV.zip"},
|
|
{
|
|
"label": "portfolios_formed_on_beta",
|
|
"value": "Portfolios_Formed_on_BETA_CSV.zip",
|
|
},
|
|
{
|
|
"label": "25_portfolios_me_beta_5x5",
|
|
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"value": "Japan_6_Portfolios_ME_Prior_250_20_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "asia_pacific_ex_japan_6_portfolios_me_prior_12_2",
|
|
"value": "Asia_Pacific_ex_Japan_6_Portfolios_ME_Prior_12_2_CSV.zip",
|
|
},
|
|
{
|
|
"label": "asia_pacific_ex_japan_6_portfolios_me_prior_250_20_daily",
|
|
"value": "Asia_Pacific_ex_Japan_6_Portfolios_ME_Prior_250_20_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "north_america_6_portfolios_me_prior_12_2",
|
|
"value": "North_America_6_Portfolios_ME_Prior_12_2_CSV.zip",
|
|
},
|
|
{
|
|
"label": "north_america_6_portfolios_me_prior_250_20_daily",
|
|
"value": "North_America_6_Portfolios_ME_Prior_250_20_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "developed_25_portfolios_me_prior_12_2",
|
|
"value": "Developed_25_Portfolios_ME_Prior_12_2_CSV.zip",
|
|
},
|
|
{
|
|
"label": "developed_25_portfolios_me_prior_250_20_daily",
|
|
"value": "Developed_25_Portfolios_ME_Prior_250_20_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "developed_ex_us_25_portfolios_me_prior_12_2",
|
|
"value": "Developed_ex_US_25_Portfolios_ME_Prior_12_2_CSV.zip",
|
|
},
|
|
{
|
|
"label": "developed_ex_us_25_portfolios_me_prior_250_20_daily",
|
|
"value": "Developed_ex_US_25_Portfolios_ME_Prior_250_20_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "europe_25_portfolios_me_prior_12_2",
|
|
"value": "Europe_25_Portfolios_ME_Prior_12_2_CSV.zip",
|
|
},
|
|
{
|
|
"label": "europe_25_portfolios_me_prior_250_20_daily",
|
|
"value": "Europe_25_Portfolios_ME_Prior_250_20_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "japan_25_portfolios_me_prior_12_2",
|
|
"value": "Japan_25_Portfolios_ME_Prior_12_2_CSV.zip",
|
|
},
|
|
{
|
|
"label": "japan_25_portfolios_me_prior_250_20_daily",
|
|
"value": "Japan_25_Portfolios_ME_Prior_250_20_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "asia_pacific_ex_japan_25_portfolios_me_prior_12_2",
|
|
"value": "Asia_Pacific_ex_Japan_25_Portfolios_ME_Prior_12_2_CSV.zip",
|
|
},
|
|
{
|
|
"label": "asia_pacific_ex_japan_25_portfolios_me_prior_250_20_daily",
|
|
"value": "Asia_Pacific_ex_Japan_25_Portfolios_ME_Prior_250_20_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "north_america_25_portfolios_me_prior_12_2",
|
|
"value": "North_America_25_Portfolios_ME_Prior_12_2_CSV.zip",
|
|
},
|
|
{
|
|
"label": "north_america_25_portfolios_me_prior_250_20_daily",
|
|
"value": "North_America_25_Portfolios_ME_Prior_250_20_daily_CSV.zip",
|
|
},
|
|
{
|
|
"label": "developed_32_portfolios_me_be-me_op_2x4x4",
|
|
"value": "Developed_32_Portfolios_ME_BE-ME_OP_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "developed_ex_us_32_portfolios_me_be-me_op_2x4x4",
|
|
"value": "Developed_ex_US_32_Portfolios_ME_BE-ME_OP_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "europe_32_portfolios_me_be-me_op_2x4x4",
|
|
"value": "Europe_32_Portfolios_ME_BE-ME_OP_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "japan_32_portfolios_me_be-me_op_2x4x4",
|
|
"value": "Japan_32_Portfolios_ME_BE-ME_OP_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "asia_pacific_ex_japan_32_portfolios_me_be-me_op_2x4x4",
|
|
"value": "Asia_Pacific_ex_Japan_32_Portfolios_ME_BE-ME_OP_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "north_america_32_portfolios_me_be-me_op_2x4x4",
|
|
"value": "North_America_32_Portfolios_ME_BE-ME_OP_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "developed_32_portfolios_me_be-me_inv_2x4x4",
|
|
"value": "Developed_32_Portfolios_ME_BE-ME_INV(TA)_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "developed_ex_us_32_portfolios_me_be-me_inv_2x4x4",
|
|
"value": "Developed_ex_US_32_Portfolios_ME_BE-ME_INV(TA)_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "europe_32_portfolios_me_be-me_inv_2x4x4",
|
|
"value": "Europe_32_Portfolios_ME_BE-ME_INV(TA)_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "japan_32_portfolios_me_be-me_inv_2x4x4",
|
|
"value": "Japan_32_Portfolios_ME_BE-ME_INV(TA)_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "asia_pacific_ex_japan_32_portfolios_me_be-me_inv_2x4x4",
|
|
"value": "Asia_Pacific_ex_Japan_32_Portfolios_ME_BE-ME_INV(TA)_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "north_america_32_portfolios_me_be-me_inv_2x4x4",
|
|
"value": "North_America_32_Portfolios_ME_BE-ME_INV(TA)_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "developed_32_portfolios_me_inv_op_2x4x4",
|
|
"value": "Developed_32_Portfolios_ME_INV(TA)_OP_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "developed_ex_us_32_portfolios_me_inv_op_2x4x4",
|
|
"value": "Developed_ex_US_32_Portfolios_ME_INV(TA)_OP_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "europe_32_portfolios_me_inv_op_2x4x4",
|
|
"value": "Europe_32_Portfolios_ME_INV(TA)_OP_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "japan_32_portfolios_me_inv_op_2x4x4",
|
|
"value": "Japan_32_Portfolios_ME_INV(TA)_OP_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "asia_pacific_ex_japan_32_portfolios_me_inv_op_2x4x4",
|
|
"value": "Asia_Pacific_ex_Japan_32_Portfolios_ME_INV(TA)_OP_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "north_america_32_portfolios_me_inv_op_2x4x4",
|
|
"value": "North_America_32_Portfolios_ME_INV(TA)_OP_2x4x4_CSV.zip",
|
|
},
|
|
{
|
|
"label": "emerging_markets_6_portfolios_me_be-me",
|
|
"value": "Emerging_Markets_6_Portfolios_ME_BE-ME_CSV.zip",
|
|
},
|
|
{
|
|
"label": "emerging_markets_6_portfolios_me_op",
|
|
"value": "Emerging_Markets_6_Portfolios_ME_OP_CSV.zip",
|
|
},
|
|
{
|
|
"label": "emerging_markets_6_portfolios_me_inv",
|
|
"value": "Emerging_Markets_6_Portfolios_ME_INV_CSV.zip",
|
|
},
|
|
{
|
|
"label": "emerging_markets_6_portfolios_me_prior_12_2",
|
|
"value": "Emerging_Markets_6_Portfolios_ME_Prior_12_2_CSV.zip",
|
|
},
|
|
{
|
|
"label": "emerging_markets_4_portfolios_be-me_op",
|
|
"value": "Emerging_Markets_4_Portfolios_BE-ME_OP_CSV.zip",
|
|
},
|
|
{
|
|
"label": "emerging_markets_4_portfolios_op_inv",
|
|
"value": "Emerging_Markets_4_Portfolios_OP_INV_CSV.zip",
|
|
},
|
|
{
|
|
"label": "emerging_markets_4_portfolios_be-me_inv",
|
|
"value": "Emerging_Markets_4_Portfolios_BE-ME_INV_CSV.zip",
|
|
},
|
|
]
|
|
|
|
RegionalPortfolios = Literal[
|
|
"asia_pacific_ex_japan_25_portfolios_me_be-me",
|
|
"asia_pacific_ex_japan_25_portfolios_me_be-me_daily",
|
|
"asia_pacific_ex_japan_25_portfolios_me_inv",
|
|
"asia_pacific_ex_japan_25_portfolios_me_inv_daily",
|
|
"asia_pacific_ex_japan_25_portfolios_me_op",
|
|
"asia_pacific_ex_japan_25_portfolios_me_op_daily",
|
|
"asia_pacific_ex_japan_25_portfolios_me_prior_12_2",
|
|
"asia_pacific_ex_japan_25_portfolios_me_prior_250_20_daily",
|
|
"asia_pacific_ex_japan_32_portfolios_me_be-me_inv_2x4x4",
|
|
"asia_pacific_ex_japan_32_portfolios_me_be-me_op_2x4x4",
|
|
"asia_pacific_ex_japan_32_portfolios_me_inv_op_2x4x4",
|
|
"asia_pacific_ex_japan_6_portfolios_me_be-me",
|
|
"asia_pacific_ex_japan_6_portfolios_me_be-me_daily",
|
|
"asia_pacific_ex_japan_6_portfolios_me_inv",
|
|
"asia_pacific_ex_japan_6_portfolios_me_inv_daily",
|
|
"asia_pacific_ex_japan_6_portfolios_me_op",
|
|
"asia_pacific_ex_japan_6_portfolios_me_op_daily",
|
|
"asia_pacific_ex_japan_6_portfolios_me_prior_12_2",
|
|
"asia_pacific_ex_japan_6_portfolios_me_prior_250_20_daily",
|
|
"developed_25_portfolios_me_be-me",
|
|
"developed_25_portfolios_me_be-me_daily",
|
|
"developed_25_portfolios_me_inv",
|
|
"developed_25_portfolios_me_inv_daily",
|
|
"developed_25_portfolios_me_op",
|
|
"developed_25_portfolios_me_op_daily",
|
|
"developed_25_portfolios_me_prior_12_2",
|
|
"developed_25_portfolios_me_prior_250_20_daily",
|
|
"developed_32_portfolios_me_be-me_inv_2x4x4",
|
|
"developed_32_portfolios_me_be-me_op_2x4x4",
|
|
"developed_32_portfolios_me_inv_op_2x4x4",
|
|
"developed_6_portfolios_me_be-me",
|
|
"developed_6_portfolios_me_be-me_daily",
|
|
"developed_6_portfolios_me_inv",
|
|
"developed_6_portfolios_me_inv_daily",
|
|
"developed_6_portfolios_me_op",
|
|
"developed_6_portfolios_me_op_daily",
|
|
"developed_6_portfolios_me_prior_12_2",
|
|
"developed_6_portfolios_me_prior_250_20_daily",
|
|
"developed_ex_us_25_portfolios_me_be-me",
|
|
"developed_ex_us_25_portfolios_me_be-me_daily",
|
|
"developed_ex_us_25_portfolios_me_inv",
|
|
"developed_ex_us_25_portfolios_me_inv_daily",
|
|
"developed_ex_us_25_portfolios_me_op",
|
|
"developed_ex_us_25_portfolios_me_op_daily",
|
|
"developed_ex_us_25_portfolios_me_prior_12_2",
|
|
"developed_ex_us_25_portfolios_me_prior_250_20_daily",
|
|
"developed_ex_us_32_portfolios_me_be-me_inv_2x4x4",
|
|
"developed_ex_us_32_portfolios_me_be-me_op_2x4x4",
|
|
"developed_ex_us_32_portfolios_me_inv_op_2x4x4",
|
|
"developed_ex_us_6_portfolios_me_be-me",
|
|
"developed_ex_us_6_portfolios_me_be-me_daily",
|
|
"developed_ex_us_6_portfolios_me_inv",
|
|
"developed_ex_us_6_portfolios_me_inv_daily",
|
|
"developed_ex_us_6_portfolios_me_op",
|
|
"developed_ex_us_6_portfolios_me_op_daily",
|
|
"developed_ex_us_6_portfolios_me_prior_12_2",
|
|
"developed_ex_us_6_portfolios_me_prior_250_20_daily",
|
|
"emerging_markets_4_portfolios_be-me_inv",
|
|
"emerging_markets_4_portfolios_be-me_op",
|
|
"emerging_markets_4_portfolios_op_inv",
|
|
"emerging_markets_6_portfolios_me_be-me",
|
|
"emerging_markets_6_portfolios_me_inv",
|
|
"emerging_markets_6_portfolios_me_op",
|
|
"emerging_markets_6_portfolios_me_prior_12_2",
|
|
"europe_25_portfolios_me_be-me",
|
|
"europe_25_portfolios_me_be-me_daily",
|
|
"europe_25_portfolios_me_inv",
|
|
"europe_25_portfolios_me_inv_daily",
|
|
"europe_25_portfolios_me_op",
|
|
"europe_25_portfolios_me_op_daily",
|
|
"europe_25_portfolios_me_prior_12_2",
|
|
"europe_25_portfolios_me_prior_250_20_daily",
|
|
"europe_32_portfolios_me_be-me_inv_2x4x4",
|
|
"europe_32_portfolios_me_be-me_op_2x4x4",
|
|
"europe_32_portfolios_me_inv_op_2x4x4",
|
|
"europe_6_portfolios_me_be-me",
|
|
"europe_6_portfolios_me_be-me_daily",
|
|
"europe_6_portfolios_me_inv",
|
|
"europe_6_portfolios_me_inv_daily",
|
|
"europe_6_portfolios_me_op",
|
|
"europe_6_portfolios_me_op_daily",
|
|
"europe_6_portfolios_me_prior_12_2",
|
|
"europe_6_portfolios_me_prior_250_20_daily",
|
|
"japan_25_portfolios_me_be-me",
|
|
"japan_25_portfolios_me_be-me_daily",
|
|
"japan_25_portfolios_me_inv",
|
|
"japan_25_portfolios_me_inv_daily",
|
|
"japan_25_portfolios_me_op",
|
|
"japan_25_portfolios_me_op_daily",
|
|
"japan_25_portfolios_me_prior_12_2",
|
|
"japan_25_portfolios_me_prior_250_20_daily",
|
|
"japan_32_portfolios_me_be-me_inv_2x4x4",
|
|
"japan_32_portfolios_me_be-me_op_2x4x4",
|
|
"japan_32_portfolios_me_inv_op_2x4x4",
|
|
"japan_6_portfolios_me_be-me",
|
|
"japan_6_portfolios_me_be-me_daily",
|
|
"japan_6_portfolios_me_inv",
|
|
"japan_6_portfolios_me_inv_daily",
|
|
"japan_6_portfolios_me_op",
|
|
"japan_6_portfolios_me_op_daily",
|
|
"japan_6_portfolios_me_prior_12_2",
|
|
"japan_6_portfolios_me_prior_250_20_daily",
|
|
"north_america_25_portfolios_me_be-me",
|
|
"north_america_25_portfolios_me_be-me_daily",
|
|
"north_america_25_portfolios_me_inv",
|
|
"north_america_25_portfolios_me_inv_daily",
|
|
"north_america_25_portfolios_me_op",
|
|
"north_america_25_portfolios_me_op_daily",
|
|
"north_america_25_portfolios_me_prior_12_2",
|
|
"north_america_25_portfolios_me_prior_250_20_daily",
|
|
"north_america_32_portfolios_me_be-me_inv_2x4x4",
|
|
"north_america_32_portfolios_me_be-me_op_2x4x4",
|
|
"north_america_32_portfolios_me_inv_op_2x4x4",
|
|
"north_america_6_portfolios_me_be-me",
|
|
"north_america_6_portfolios_me_be-me_daily",
|
|
"north_america_6_portfolios_me_inv",
|
|
"north_america_6_portfolios_me_inv_daily",
|
|
"north_america_6_portfolios_me_op",
|
|
"north_america_6_portfolios_me_op_daily",
|
|
"north_america_6_portfolios_me_prior_12_2",
|
|
"north_america_6_portfolios_me_prior_250_20_daily",
|
|
]
|
|
|
|
BREAKPOINT_CHOICES = [
|
|
{"value": "me", "label": "Market Equity (ME)"},
|
|
{"value": "be-me", "label": "Book Equity to Market Equity (BE/ME)"},
|
|
{"value": "op", "label": "Operating Profitability (OP)"},
|
|
{"value": "inv", "label": "Investment (INV)"},
|
|
{"value": "e-p", "label": "Earnings to Price (E/P)"},
|
|
{"value": "cf-p", "label": "Cash Flow to Price (CF/P)"},
|
|
{"value": "d-p", "label": "Dividends to Price (D/P)"},
|
|
{"value": "2-12", "label": "Prior 2-12 Month Returns"},
|
|
]
|
|
|
|
BREAKPOINT_FILES = {
|
|
"me": "ME_Breakpoints_CSV.zip",
|
|
"be-me": "BE-ME_Breakpoints_CSV.zip",
|
|
"op": "OP_Breakpoints_CSV.zip",
|
|
"inv": "INV_Breakpoints_CSV.zip",
|
|
"e-p": "E-P_Breakpoints_CSV.zip",
|
|
"cf-p": "CF-P_Breakpoints_CSV.zip",
|
|
"d-p": "D-P_Breakpoints_CSV.zip",
|
|
"2-12": "Prior_2-12_Breakpoints_CSV.zip",
|
|
}
|
|
|
|
BreakpointChoices = Literal[
|
|
"me",
|
|
"be-me",
|
|
"op",
|
|
"inv",
|
|
"e-p",
|
|
"cf-p",
|
|
"d-p",
|
|
"2-12",
|
|
]
|