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