Solution - Single-Stock Factor Pricing

Solution - Single-Stock Factor Pricing#

# Output from previous execution
  mean abs alpha
CAPM 5.83%
Fama-French 5.62%
4-Factor 5.42% 
# Output from previous execution
../_images/e9a6f4555278b22054c8ea9201d4ed20611d83b39d54ed087ae694d73068ce48.png