LS | Robust Estimate | T | |||||||
Coef | SE | P-value | Coef | SE | P-value |
| SE | P-value | |
Alpha | −0.017 | 0.010 | 0.087 | −0.014 | 0.009 | 0.138 |
|
|
|
MKT | 0.625 | 0.245 | 0.014 | 0.659 | 0.227 | 0.006 | −0.034 | 0.051 | 0.503 |
SMB | −0.270 | 0.585 | 0.647 | −0.361 | 0.533 | 0.502 | 0.090 | 0.119 | 0.449 |
HML | 1.019 | 0.538 | 0.065 | 1.165 | 0.501 | 0.025 | −0.146 | 0.112 | 0.193 |