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series)","url":"https://faculty.iima.ac.in/iffm/Indian-Fama-French-Momentum/","citation":"Agarwalla, S. K., Jacob, J. and Varma, J. R. (2013), Four factor model in Indian equities market, Working Paper W.P. No. 2013-09-05, Indian Institute of Management, Ahmedabad.","retrieved":"2026-10-10","licence":"No licence stated; citation requested. Used without written permission (risk accepted 2026-10-10).","method":"Market return = MF + RF, monthly, survivorship-bias-adjusted file; computed by IIMA from CMIE Prowess DX"},{"id":"INVESPAR_MKT","publisher":"Invespar Pte Ltd (Rajan Raju)","title":"Invespar Indian Factor Data Library — Fama/French 3 + Momentum (ff4), MKT","url":"https://invespar.com/research","methodology":"https://invespar.com/research/methodology","citation":"Raju, R. (2022). Four and Five-Factor Models in the Indian Equities Market. SSRN 4054146. Dataset: Fama/French 3 + Momentum Factor (ff4), Invespar Indian Factor Data Library, observations through 2026-09. Retrieved 2026-10-10 from https://invespar.com/research.","retrieved":"2026-10-10","licence":"No licence stated; 'All Rights Reserved'; 'supplied for research and illustration'. Used without written permission (risk accepted 2026-10-10).","method":"Value-weighted eligible universe, total return (LSEG Datastream inputs); used only for months after the IIMA release"},{"id":"CPI_IW","publisher":"Labour Bureau, Ministry of Labour & Employment","title":"CPI for Industrial Workers – All-India General Index","url":"https://www.labourbureau.gov.in/allindiageneralindex-1","retrieved":"2026-10-10","licence":"Government data; attribute","method":"Base 1982 to Dec-2005; base 2001 from Jan-2006 linked with official factor 4.63"},{"id":"CPI_C_2012","publisher":"MoSPI (NSO)","title":"CPI (Combined, All-India General) base 2012","url":"https://www.mospi.gov.in/","api":"https://api.mospi.gov.in/","retrieved":"2026-10-10","licence":"Government Open Data Licence – India (attribution)","method":"Ratio-chained to CPI-IW at Jan-2011"},{"id":"CPI_C_2024","publisher":"MoSPI (NSO)","title":"CPI press release Aug 2026 (base 2024=100)","url":"https://www.mospi.gov.in/uploads/latestreleasesfiles/1789382372004-Press%20Release%20of%20CPI%20for%20August%202026.pdf","retrieved":"2026-10-10","licence":"Government Open Data Licence – India (attribution)","method":"Ratio-chained to base-2012 at Dec-2025; latest month provisional"}],"notes":"Historical values only. Not a forecast. Broad Indian equity market (large, mid and small caps), total return, before fund expenses and taxes. Not the Nifty 50. Months flagged estimated come from a second source and are replaced when IIMA publishes a new release."}