1. Select any publicly traded U.S. Financial Services company with at least ten years of trading history.
You'll have to collect and appropriately sort and format the monthly closing data for your stock and the Fama-French factor data. Then you'll calculate each of the four excess return variables for each month ('YourStock' - RF, Mkt - RF, SMB, and HML) (See "Data for Models and Calculations" tab in the sample project spreadsheet below.)
Determine the mean, standard deviation, skewness and kurtosis for each of the excess return variables
Recently Asked Questions
- What is Natural Language Generation (NLG)? Current state: What is the current state of Natural Language Generation adoption? What are the future predictions
- What are some locations where steep volcanoes with explosive eruptions are very frequent?
- what continent is not part of the ecumene, thats the question but course hero wants the question to be longer so I'm typing this just so it'll let me post the