New answers tagged regression
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Fama-French Regression Output Interpretation (Intercept/Alpha)
If the model holds, $\alpha_1=\dots=\alpha_N=0$ for all the test assets $i=1,\dots,N$. (In your case $N=3$.) Conversely, if $\alpha_i\neq 0$ for at least one asset $i$, the model does not hold. Now, ...
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Is sorting stocks into portfolio mandatory in Fama-French model?
When you only have three stocks in your data set, trying to form portfolios will not be helpful. Run the analysis on the individual stocks' data as is.
Using portfolios instead of individual assets in ...
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