SMB, HML, and Excess Market Return on Stock Price Return

Analyzing regression of SMB, HML, and Excess Market Return on Stock Price Return

“Using your web browser and your own judgement and your class notes, please interpret and discuss the strength of the relationship between stock price returns for Illumina and each of the three variables (Small Minus Big, High Minus Low, and Excess Market Return. In particular, please consider whether or not you think that the three variables do a good job in explaining and predicting stock returns for your firm. Please also explain why you think the model produced all results from questions 2 and 3 that it did. “

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