Question: What information can we learn about the size and valuefactor exposures of these five mutual funds Vanguard SP 5 0 0 Index Fund, Fidelity Magellan
What information can we learn about the size and valuefactor exposures of these five mutual funds Vanguard SP Index Fund, Fidelity Magellan Fund, Legg Mason Value Trust, Mass Investors Trust, Fidelity Low Priced? Can we identify whether they are valuegrowth smalllarge funds based on the farma french three factor model? Based on estimates from the period do we see styles changes in the mutual funds, a value fund became a growth fund?
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