Fama and French study what factors impact the returns of an equity. Assume the following results are part of analysis which regresses firms returns on the returns of market index, size factor SMB, and value factor HML.

From the table above, determine which factors significantly affect the stock' returns? Assume the critical value of t-test is equal to

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Results from regressing returns on three factors in the following: Coefficients SE T-stats Intercept 0.21 0.03 6.47 Rindex 0.91 1.45 0.63 SMB -0.12 0.05 -2.4 HML 0.33 0.07 4.71 Results from regressing returns on three factors in the following: Coefficients SE T-stats Intercept 0.21 0.03 6.47 Rindex 0.91 1.45 0.63 SMB -0.12 0.05 -2.4 HML 0.33 0.07 4.71