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A function that classifies a company to a Fama-French Industry according to its 4-digit SIC code.

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FamaFrenchIndustries

A function that classifies a company to a Fama-French Industry according to its 4-digit SIC code.

There are 2 functions in FFIndustry.py file:

  1. FFIndustry
    Reads the raw .txt file which contains the Fama-French Industry Definitions and creates a dictionary with keys = 'industries' and items = list of intervals saved as lists. The .txt files are found online at https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html

  2. AssignFFIndustry Uses the industry definitions of FFIndustry to assign an industry name to a 4-digit SIC code to a company/entity.

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A function that classifies a company to a Fama-French Industry according to its 4-digit SIC code.

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