Estimate Fama-French 3 Factor Model in Excel

[SebastianArrese]

You sir are an unsung hero of finance students everywhere, I'll spread the word

[Cipheri]

I got forced to take a quantitative analysis class on ETFs because it’s a requirement for the business honors program where I go to school. I couldn’t take the normal stock portfolio option because of a schedule conflict, and got forced to take a class that’s way out of my league (I’m an information systems major). This video just saved me on one of the mini projects. I can’t thank you enough.

[Humble_African]

I always say if you can explain anything to make even a toddler understand, you have unlocked the sacred secrets of teaching. You sir, are impeccable!

[TheJoeltodd]

Thank you very much Dr. Kalodimos. This has greatly helped my research for my dissertation.

[OfficialDotaPlayer]

Great explanation. Greetings from Greece : )

[waIidhabib]

How do we get the small cap portfolio return

[happydumbbunnies]

wow, literally saved my capital markets mark thanks!

[edrobinson]

brilliant. simply explained. Be nice tho to tell us we have to get the Small Cap PR's from elsewhere? - at the start of the lesson rather than the end :-)

[dariogutierrez]

Extremely helpful, for once I search for help and answer in the first option

[eyvonnecheahyewen]

This is really helpful !!! Life saviour

[hamzasenhaji]

Hi, please how did you calculate the small cap portfolio returns ? pleaseee

[celineluchs]

Thank you so much for this video, it was extremely useful !

[sebastianschwoerer]

Thank you very much for sharing your knowledge. Helped me a lot ;D

[righthand]

Hey Jonathan, how can I calculate the returns using the Fama French Three factor model given i have the coefficients from the regression analysis but need to input the MKMT, SMB and HML values in the formula?

[reanamicallef]

Are the returns log returns please?
Thanks for the video, very helpful indeed!

[blasterofdesaster]

Thank you so much. So in efficient markets alpha should be zero right?

[周旸-zl]

Professor, where to download the small cap portfolio data on the Ken.French's website?

[davinsingh]

Hello sir - pls help me.. my Dr wants a cubic graph froom the 3 factor model.. how to do this :(

[LeslieTzy]

Sir, pray tell how did Fama French derived those factors in the first place. How did they get those risk factors?

[serafeiml]

F columns has the values (price) of the target fund to be analyzed?