Sensitivity of the Asset to SMB in Investment Formulas

Sensitivity of the Asset to SMB refers to how the returns of that asset are influenced by movements in the small-cap minus large-cap stock factor. And is denoted by si.

Investment formulas that make use of Sensitivity of the Asset to SMB

fxFama-French Three-Factor ModelGo

FAQ

What is the Sensitivity of the Asset to SMB?

Sensitivity of the Asset to SMB refers to how the returns of that asset are influenced by movements in the small-cap minus large-cap stock factor.

Can the Sensitivity of the Asset to SMB be negative?

{YesorNo}, the Sensitivity of the Asset to SMB, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

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