About
U.S. Asset Characteristics Data provides documented monthly characteristic panels, portfolio-performance summaries, and replication resources for empirical asset-pricing research.
The current release covers U.S. equities and U.S. corporate bonds. Each dataset has its own construction documentation and release history, while the homepage provides comparable long–short portfolio views across the two asset classes.
Current data release
| Release ID | Dataset | Data link |
|---|---|---|
| 2026-04 | Equity Characteristics | Available upon request |
| 2024-12 | Corporate Bond Data | Available upon request |
Equity long–short portfolio performance
Corporate bond High-minus-Low portfolio performance
These are standardized High-minus-Low sorting portfolios, not literature-signed trading strategies.
They use monthly_return (total return) until an excess-return field is released.
Characteristics and amount outstanding are lagged one month; amount outstanding is the value-weighting variable.