Excess Return on The Market Small Minus Big Return & High-Minus Low Return Discussion
Description
please provide a brief description of each variable
1. Excess Return on the Market 2. Small-Minus-Big Return 3. High-Minus-Low Return 4. Risk-Free Return Rate
Using your web browser and your own judgement and your class notes, please interpret and discuss the strength of the relationship between stock price returns for your firm and each of the three variables. In particular, please consider whether or not you think that the three variables do a good job in explaining and predicting stock returns for your firm. Please also explain why you think the model produced all results in the attached Excel spreadsheet