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Value Investing Studies
R scripts relating value stocks to inflation and growth
What it is
A collection of R scripts that rerun studies of value investing from series published by Kenneth French and Robert Shiller. Separate directories relate value-stock results to consumer-price inflation and to long-term interest rates, compare a hypothetical value fund with S&P 500 returns, and contrast value stocks with growth stocks over long horizons. Researchers who want those charts can install the bundled R dependencies and run each script in its own directory. The project describes the code as experimental software, and the equity return series it uses is copyrighted by Kenneth French.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Data analysis, Strategy research |
| Markets | US equities |
| Stack | Python |
| Learning curve | Moderate learning curve |
| Practical value | Low practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | No commits in over six months |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): +1 over the period, now 98. Gaps mean no snapshot was taken that day.
A collection of data analysis studies that examine the performance and characteristics of value investing over long periods of time.
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