Question: Alpha from 3-Factor Model (monthly)0.32Beta on Market Factor1.13Beta on Size Factor0.14Beta on Value Factor0.12R-squared0.91Based on your 3-Factor Model regression results from Question 2, what are

Alpha from 3-Factor Model (monthly)0.32Beta on Market Factor1.13Beta on Size Factor0.14Beta on Value Factor0.12R-squared0.91Based on your 3-Factor Model regression results from Question 2, what are the characteristics of the firms in the Fortune list along both the size and value/growth dimensions (i.e., are portfolio firms tilted toward small-cap or large-cap size and are portfolio firms tilted toward value or growth)?

Based on your 3-Factor Model regression results from Question 2, what are the characteristics of the firms in the Fortune list along both the size and value/growth dimensions (i.e., are portfolio firms tilted toward small-cap or large-cap size and are portfolio firms tilted toward value or growth)

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