Computing expected return or cost of equity using Fama-French model in Python

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  • Опубліковано 17 січ 2025

КОМЕНТАРІ • 3

  • @manzooranoori2536
    @manzooranoori2536 2 роки тому +1

    wow, I was searching for such a detailed video. Thank you so much.

  • @luisyupari2568
    @luisyupari2568 2 роки тому +1

    Very good video

  • @alfredfunk7861
    @alfredfunk7861 3 роки тому +1

    Hi, thank you very much for the video. I have calculated cost of equity using both Fama French model and WACC for a number of stocks, however for Fama French, I am seeing some results are very big and some have significant minus figures. I wonder what is the reason? FIY, I am calculating annual expected return, and the data range I used to calculate the average of Fama French factor is the last 12 months data, is this the reason?