Question: As per the 3-Factor Model data below, what are the characteristics of the firms both in size and value/growth proportions? Are the firms leaning toward
As per the 3-Factor Model data below, what are the characteristics of the firms both in size and value/growth proportions? Are the firms leaning toward small-cap or large-cap, and are they leaning toward value or growth?
The data below is from the regression analysis already done and just need help interperting the numbers.
Intercept - ALPHA = 0.316322 Mkt_RF - BETA = 1.12723 SMB - SIZE BETA = 0.1440 HML - VALUE BETA = 0.1244
R Square = 1
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