Відео

Thank you David! Super easy and simple

Great content, however, once you run the regression you get an R Squre of 0.34 which indicates that the analysis don't capture the full risk of the portfolio (66% not explained).

Thank you so much! was a life saver

Thank you very simple and easy to understand

Thank you so much for your help. Would you please also make the same calculation on Rstudio?

Is it true that market returns are negative in some companies?

You sir, are a life saver.

is it really monthly return at 6:45

Thank you so much

Thank youuu

Hello again.. I am using this formula & it is working great, but I noticed that i am running into a problem with the cells that have a Zero in them.. My situation: I have 2 columns, one =MINUS the other & the cell with the daily total is Averaged at the end of the week.. some of these daily totals end up with 0 & mess up my average formula as I am only averaging the cells with numbers.. I would like to have IE C2-C8 averaged but, not the cells with Zeros.. I tried putting >0 in the """, but it would just use that as the label for the cell. Any advice would be appreciated

Thanks for this method none of the others I've tried have worked out for me

Hi, could you explain what is meaning of your results? I mean what is meaning of 10.73% cost of equity?

Thank you, David!!!!

Hi, Thanks for the useful lecture. Why did you multiple the factors by their averages? Did you consider averages as betas?

You not calculate the essential SMB and HML portfolios ....

Amazing video, but you should have spent some time interpreting the p-values of the factors. Not all the factors are statistically significant for every ticker symbol. The good news is that in 2022 we now have portfolio optimizer haha

Thanks a lot David. I tried so many methods and I encountered your method and it works like a charm. 100 thumbs up to you.

Legend thank you

how do we find out the betas and the error term In the fama-french regression? because i have a problem to find the systematic risk and idiosyncratic risk in the regression. after that how we supposed to do after we find the betas and the error term to have the idiosyncratic return? thank you

Can we use the same method for calculating it for cryptocurrency as well?

Thank you. I’ve been working on fixing this for several hours…. Your solution was the only one that worked!!!!!!!!!!!

You just made my grade go up!!! Thank you so much!! 💋

Thank you a lot!

Nice video David. It is easier and quicker to use the ISERROR function as follows: *=IFERROR(AVERAGE(A2:B2),"")* IFERROR(value, value_if_error) The IFERROR function syntax has the following arguments: value = The argument that is checked for an error. value_if_error = The value to return if there is an error.

Thank you really useful bro

this video really helped me thank you very much

I know this is an old video but I just now came across it. There is an easier formula... use IFERROR For Example: =IFERROR(AVERAGE(A2:B2),"Enter # in Cells")

I think that's the best Fama-French video tutorial on yt. Well explained, thanks!

Liked the video. Fairly nice explanation. Thanks

how do u calculate SMB, HML urself?

How do we interpret the results? Is that the expected return for the next year?

so nice!so nice!so nice!so nice!so nice!so nice!so nice!so nice!so nice!so nice!so nice!so nice!so nice!

THanks

YOU SAVED MY LIFE! THANK YOU!

I prayed to the Lord Jesus concerning a difficult formulation... found this video a few seconds later, and I'm so grateful. thank you David.

THANK YOU SO MUCH

Good job

Thank you!

Hi. Thank you for the usefull video. I have a question: Is it necessary to take the Risk Free Rate included in the Farma French Data or is it also possible to use a different Risk Free Rate where it is still possible to use the other Colums of the Farma French Data. I would appreciate an answer!

Dear Richey Sir, This is a very helpful video. Thank you for this. Sir, you have calculated returns by using : (Pt/Pt-1)-1. Can we use log returns i.e LN(Pt/Pt-1). Which method is best for daily, monthly and annual returns? Please help me.... Thank you Priya

amazing

Thank you!! :)

Genial !

what's the last step for? my teacher says the abnormal return will be measured by jensen's alpha and t-stastistic will be given in the regression.

is that the same way for short-term analysis? just use daily data instead of?

I had the same problem in Google Sheets and needed to know how to make the formula work. Your video solved the problem. Thanks David for posting the step by step solution. You made my day.

How can we calculate alpha, please?

thanks for sharing. but i have some questions .could you please help to explain? 1.i still can't understand why we need to /12 to get monthly data in the end for three factor loading are monthly data. 2.when using the linest function, how could we get the T-TEST or p-value of the coefficient ? Now i am can calculate do the fama-french model for a bundle of funds, i did get the coefficient of each factor loading, but i have no idea whether they are significant. I'm appreciated your attention.

Why do you use simple returns and not log returns?