Fama French Five-Factor model portfolio construction

[Britt Blom]

Dear Stata users,

I'm writing a paper wil the following topic: Is the Fama & French 5-factor model better suited to explain the variation in non-financial or financial stock returns? Evidence from Switzerland.
Hence I need to get data and have to create the necessary portfolios afterwards. Is there anyone that could help me out with retrieving the correct data and working with it in STATA?
To be honest, I'm completely lost and could really use some help.

Thank you in advance!

Kind regards.

[Dario Maimone Ansaldo Patti]

Not entirely sure but possibly you can find data in Kenneth French website. Google ken french days library and you can check if this source provides data for Switzerland.