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Asset Pricing Explanatory Power Analysis on Fama-French residuals 5-factor

0.655Coefficient

FinRipple

-0.007480.164510.33650.50849May 28, 2025
Updated 1mo ago

Evaluation Results

MethodLinks
2025.05
0.655059
2025.05
0.5650.00152.5
2025.05
0.540.0116
2025.05
0.50.00142
2025.05
0.430.00148.5
2025.05
0.420.11137.5
2025.05
0.4050.00144
2025.05
0.3450.00730
2025.05
0.330.00436
2025.05
0.320.31526
2025.05
0.3050.26736
2025.05
0.2880.10728
2025.05
0.2650.30620.5
2025.05
0.250.30314.5
2025.05
0.2250.30922
2025.05
0.220.60615
2025.05
0.2050.72715.5
2025.05
0.2050.6295.8
2025.05
0.190.04214.8
2025.05
0.1850.42223
2025.05
0.180.42815
2025.05
0.180.0315
2025.05
0.1750.70313.5
2025.05
0.170.02110.1
2025.05
0.1550.0398.2
2025.05
0.1450.3156.1
2025.05
0.140.0286.8
2025.05
0.1270.44518.5
2025.05
0.1250.378.7
2025.05
0.1250.396.2
2025.05
0.1120.3685.9
2025.05
0.1050.4953.8
2025.05
0.1030.3310.9
2025.05
0.0910.4356.8
2025.05
0.090.469.5
2025.05
0.0870.4254.8
2025.05
0.0850.32212
2025.05
0.0780.2615.2
2025.05
0.0750.3853.4
2025.05
0.070.4352.3
2025.05
0.050.693.2
2025.05
0.0420.672.5
2025.05
0.0380.5853.9
2025.05
0.0180.4891.4