No. of Recommendations: 5
Text files describing the Fama/French Industry Classifications can be found at:
Industry Portfolios
mba.tuck.dartmouth.edu - Data libraryFama/French Industry Classifications
"I recently created a new set of the following field files:"
http://www.datahelper.com/mi/search.phtml?nofool=y...Filename Type Description Default Value Start Date
fincd.a 115 [Fama/French 49 Industry Code] 0 19251231
fincd10.a 115 [Fama/French 10 Industry Code] 0 19251231
fincd12.a 115 [Fama/French 12 Industry Code] 0 19251231
fincd17.a 115 [Fama/French 17 Industry Code] 0 19251231
fincd30.a 115 [Fama/French 30 Industry Code] 0 19251231
fincd38.a 115 [Fama/French 38 Industry Code] 0 19251231
fincd48.a 115 [Fama/French 48 Industry Code] 0 19251231
fincd49.a 115 [Fama/French 49 Industry Code] 0 19251231
fincd5.a 115 [Fama/French 5 Industry Code] 0 19251231
=================
For new screens, I use:
styp.a = 10!11!12!18!30!31!48
styp.a Security Type counts in gtr1
http://www.datahelper.com/mi/search.phtml?nofool=y..."In order to make it easier to include or exclude certain kinds of securities like REITs, Limited Partnerships, Closed-End Funds, etc, I have added the field [Security Type] from the daily data source to the field file styp.a. "
http://www.datahelper.com/mi/search.phtml?nofool=y... 