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Fama-French Factor Returns • What are long-run average values of these factors?

Fama-French Factor Returns • What are long-run average values of these factors? • Long-run average (R m -R f ) = 7.95% per year • Long-run average R SMB = 3.32% per year • Long-run average R HML = 5.05% per year. 15.535 - Class #13. 9.

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Fama-French Factor Returns • What are long-run average values of these factors?

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  1. Fama-French Factor Returns • What are long-run average values of these factors? • Long-run average (Rm-Rf) = 7.95% per year • Long-run average RSMB = 3.32% per year • Long-run average RHML = 5.05% per year 15.535 - Class #13 9

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