Access Millions of academic & study documents

Term Project. 1 3

Content type
User Generated
Subject
Business
School
Bay State College - Boston
Type
Homework
Showing Page:
1/15

Sign up to view the full document!

lock_open Sign Up
Showing Page:
2/15

Sign up to view the full document!

lock_open Sign Up
Showing Page:
3/15

Sign up to view the full document!

lock_open Sign Up
End of Preview - Want to read all 15 pages?
Access Now
Unformatted Attachment Preview
Running head: FAMA FRENCH FIVE FACTOR MODEL Fama-French Five Factor Model Institutions Institution Course Tutor Date 1 FAMA- FRENCH FIVE FACTOR MODEL 2 Fama-French Five Factor Model Introduction The current project is examination and analysis of Fama-French Five Factor Model using data obtained at Professor Kenneth French's website: http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html. The current data is best case study of a mutual fund. The sample data is as from 2004 to 2018. The data was splitted into three equal periods of five years. There are various statistical methods that were used to analyze and present the key findings. The following are major descriptive statistics that were used to describe the data: mean, standard deviation, skew, and excess kurtosis. Rationale for using various descriptive statistics was based on the fact that such technique is necessary in ensuring that you comprehensively analyzed data to the best level. From the attached excel file, the three periods of five years do have different values of the following descriptive statistics: mean, standard deviation, skew, and excess kurtosis. In regard to this, the descriptive statistics entailed a summary of the description of the data that was under analysis. As opposed to inferential statistics, the descriptive statistics summarized a sample data with the intention of understanding the trends. The nonparametric statistics comprised of various measures such as measures of th ...
Purchase document to see full attachment
User generated content is uploaded by users for the purposes of learning and should be used following Studypool's honor code & terms of service.
Studypool
4.7
Indeed
4.5
Sitejabber
4.4

Similar Documents