https://communities.sas.com/t5/SAS-Programming/SAS-code-to-replicate-Fama-and-French-five-factors-Model/m-p/956292#M373444 <P>Hi all,</P><P>&nbsp;</P><P>I want to replicate&nbsp;Fama and French five factors Model,&nbsp;<SPAN>Can someone kindly let me know about the codes for the same in BASE SAS.&nbsp;</SPAN></P> Thu, 16 Jan 2025 09:04:55 GMT Mansali 2025-01-16T09:04:55Z https://communities.sas.com/t5/SAS-Programming/SAS-code-to-replicate-Fama-and-French-five-factors-Model/m-p/956292#M373444 <P>Hi all,</P><P>&nbsp;</P><P>I want to replicate&nbsp;Fama and French five factors Model,&nbsp;<SPAN>Can someone kindly let me know about the codes for the same in BASE SAS.&nbsp;</SPAN></P> Thu, 16 Jan 2025 09:04:55 GMT https://communities.sas.com/t5/SAS-Programming/SAS-code-to-replicate-Fama-and-French-five-factors-Model/m-p/956292#M373444 Mansali 2025-01-16T09:04:55Z https://communities.sas.com/t5/SAS-Programming/SAS-code-to-replicate-Fama-and-French-five-factors-Model/m-p/956299#M373445 See this page to do it using SQL<BR /><A href="https://quant.stackexchange.com/questions/35738/how-to-calculate-fama-french-factors" target="_blank">https://quant.stackexchange.com/questions/35738/how-to-calculate-fama-french-factors</A> Thu, 16 Jan 2025 21:53:38 GMT https://communities.sas.com/t5/SAS-Programming/SAS-code-to-replicate-Fama-and-French-five-factors-Model/m-p/956299#M373445 ChrisNZ 2025-01-16T21:53:38Z https://communities.sas.com/t5/SAS-Programming/SAS-code-to-replicate-Fama-and-French-five-factors-Model/m-p/956503#M373502 <P>If you are a WRDS user, I believe you will find sample code for Fama-French on their site.</P> Sat, 18 Jan 2025 06:02:11 GMT https://communities.sas.com/t5/SAS-Programming/SAS-code-to-replicate-Fama-and-French-five-factors-Model/m-p/956503#M373502 mkeintz 2025-01-18T06:02:11Z