ABCDEFGHIJKLMNOPQRSTUVWXY
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TMA Factor Returns: July 1963 - Dec 2022
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Updated: Dec 2023
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All TMA factor returns are based on the Model 4 version of the Takeover Likelihood characteristic from Easterwood, Netter, Paye, and Stegemoller (JFQA, Forthcoming)
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dateTMA_extdTMA_sdcTMA_roll
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1963-07-311.388250613
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1963-08-312.105289156
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1963-09-30-2.566797817
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1963-10-310.616880387
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1963-11-301.479552653
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1963-12-31-3.45063387
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1964-01-314.064113158
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1964-02-292.186279115
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1964-03-310.235309415
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1964-04-30-1.154992333
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1964-05-31-0.720905025
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1964-06-30-1.778255762
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1964-07-311.63298486
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1964-08-313.112686344
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1964-09-302.058316396
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1964-10-314.018491593
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1964-11-30-1.710388318
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1964-12-310.520679606
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1965-01-311.900903022
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1965-02-280.851206242
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1965-03-313.417509453
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1965-04-302.945962619
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1965-05-31-0.099109493
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1965-06-30-3.842458954
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1965-07-310.965455463
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1965-08-31-0.546497359
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1965-09-301.172842403
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1965-10-312.385223868
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1965-11-302.268014905
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1965-12-312.817141012
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1966-01-315.305335253
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1966-02-284.306428571
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1966-03-31-0.806061147
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1966-04-303.848693138
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1966-05-31-3.989784835
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1966-06-300.577598181
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1966-07-310.160306924
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1966-08-31-2.147590923
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1966-09-301.586094119
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1966-10-31-3.996670854
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1966-11-30-5.553441485
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1966-12-310.504295239
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1967-01-319.183671017
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1967-02-285.833685447
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1967-03-311.199885864
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1967-04-30-0.276766583
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1967-05-313.320834162
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1967-06-309.186390949
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1967-07-316.061557005
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1967-08-312.048749041
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1967-09-305.209783379
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1967-10-312.693097171
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1967-11-30-1.980644381
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1967-12-316.702670987
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1968-01-3114.67468149
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1968-02-29-0.019325654
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1968-03-31-1.551144848
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1968-04-306.093888436
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1968-05-3111.26857283
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1968-06-302.325156476
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1968-07-31-0.491441789
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1968-08-310.770110997
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1968-09-302.515347326
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1968-10-310.761969617
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1968-11-30-0.708575119
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1968-12-314.563448246
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1969-01-31-0.222115647
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1969-02-28-2.094571284
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1969-03-31-0.738894141
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1969-04-30-2.646204632
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1969-05-311.495869875
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1969-06-30-4.336655696
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1969-07-31-3.981878139
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1969-08-31-3.227042501
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1969-09-30-2.326477249
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1969-10-316.47994534
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1969-11-30-4.643643007
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1969-12-31-9.194878436
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1970-01-319.333350031
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1970-02-28-2.089625704
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1970-03-310.241916369
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1970-04-30-5.67654015
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1970-05-31-1.568665794
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1970-06-30-4.69523223
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1970-07-31-4.97915151
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1970-08-310.619706889
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1970-09-3012.77021558
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1970-10-31-7.896441546
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1970-11-30-9.382772638
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1970-12-311.612907672
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1971-01-3116.37804975
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1971-02-285.713738861
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1971-03-311.775623237
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1971-04-30-1.929428682
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1971-05-31-3.469920721