LS | Robust Estimate | T | |||||||
Coef | SE | P-value | Coef | SE | P-value |
| SE | P-value | |
Alpha | −0.021 | 0.017 | 0.236 | −0.015 | 0.009 | 0.117 |
|
|
|
MKT | 0.341 | 0.433 | 0.435 | 0.652 | 0.228 | 0.006 | −0.310 | 0.051 | 0.000 |
SMB | −0.272 | 0.979 | 0.783 | −0.346 | 0.539 | 0.524 | 0.074 | 0.121 | 0.539 |
HML | −1.895 | 0.727 | 0.012 | 1.125 | 0.503 | 0.030 | −3.020 | 0.113 | 0.000 |