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Comments on: Small Cap and Value Effects: The International Data
http://www.calculatinginvestor.com/2012/02/23/ff_international/
Mon, 22 Sep 2014 12:36:56 +0000
hourly
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By: Jenna
http://www.calculatinginvestor.com/2012/02/23/ff_international/#comment-221183
Mon, 22 Sep 2014 12:36:56 +0000http://www.calculatinginvestor.com/?p=3883#comment-221183Hi there, I would like to know how do I calculate the 3 factors for the Australian market. From the Fama Franch website, it has country portfolios formed on B/M, E/P, CE/P, and D/P and has that of Australia. However, I’m not sure how do I get the 3 factors out of these. I would need the three loadings for 2010, 2011 and 2012. I’m not used to finance stuffs as I’m an accounting student but I really need to understand this as part of my thesis.
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