| FAMA FRENCH 3 FACTORS | ||||||||
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| a | b | SMBt | HMLt | R² |
|
|
|
| STOXX EUROPE | −0.0037** | 0.689*** | −0.453*** | 0.771*** | 0.54 |
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|
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| FAMA FRENCH 5 FACTORS | ||||||||
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| a | b | SMBt | HMLt | RMWt | CMAt | R² |
|
| STOXX EUROPE | −0.0183* | 0.709*** | −0.419*** | 1.212*** | 1.103*** | 0.139* | 0.56 |
|