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@small.town.simpson: Coming to a Christmas party near you. 💩 #shartkit #gaggift #whiteelephant #secretsanta #shartsurvivalkit

🤭🗝️SimplySimpson🗝️🤭
🤭🗝️SimplySimpson🗝️🤭
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Region: US
Monday 02 November 2026 22:00:00 GMT
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brandimoxie247
✨ BrandiMoxieShops24/7 ✨ :
This is so funny best white elephant gift
2026-11-03 04:21:57
0
makeupmasksandmunchies
Makeup Masks And Munchies :
This is too funny
2026-11-03 00:31:51
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YÊU HOẶC CƯỚI MỘT NGƯỜI THAM LANG CÓ LỢI GÌ #tuvi #tuvi12congiap #tuvituongso
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لطلب. وتس الرقم ع البايو 059 023 5634 #باقة_ورد_كبير_الرياض #فازة_ورد_كبير #محل_ورد_الرياض_هدايا_ورد #اكسبلور #اكبر_باقة_ورد_الف_ورده_احمر
لطلب. وتس الرقم ع البايو 059 023 5634 #باقة_ورد_كبير_الرياض #فازة_ورد_كبير #محل_ورد_الرياض_هدايا_ورد #اكسبلور #اكبر_باقة_ورد_الف_ورده_احمر
➡️ Part 27 of Quantitative Finance From Scratch: the Fama-French three factor model. The market beta alone (parts 14 and 15) explains stock returns only in part, so Fama and French added two more factors, size (part 26) and value (part 25). They introduced the model in 1993 in the Journal of Financial Economics (
➡️ Part 27 of Quantitative Finance From Scratch: the Fama-French three factor model. The market beta alone (parts 14 and 15) explains stock returns only in part, so Fama and French added two more factors, size (part 26) and value (part 25). They introduced the model in 1993 in the Journal of Financial Economics ("Common risk factors in the returns on stocks and bonds"). A factor is the return of one portfolio minus another: small minus big (SMB) and high minus low (HML, cheap minus expensive). In the regression, a stock's return above the risk-free rate equals alpha, plus a beta times each factor's return, plus an error term for the stock's own swings. Alpha is what the three factors cannot explain. In our simulation (nine portfolios, three simulated factors, 50 years of monthly returns, assumed numbers, true alpha zero), the market alone leaves the small value portfolio with an alpha of 7.9 % a year and explains only 46 % of its ups and downs. With all three factors, its alpha drops to -0.9 % a year, close to the built-in zero, the model explains 90 %, and the regression finds betas of 1.00, 1.00 and 0.96. The structure is built into the model, so it shows how the method works and makes no claim about real markets. In real data, the three factors explain much of the differences in average returns, though not all: in their 1996 tests, the continuation of short-term returns (momentum) stayed unexplained, and Fama and French later added two more factors. Eugene Fama shared the 2013 Nobel Memorial Prize in Economic Sciences with Lars Peter Hansen and Robert Shiller "for their empirical analysis of asset prices". Education only, not financial advice. #quantfinance #famafrench #factorinvesting #python #finance
already planning next halloween? 👀🎃 take notes from @Mason Smith. find more DIY inspo on TikTok.
already planning next halloween? 👀🎃 take notes from @Mason Smith. find more DIY inspo on TikTok.
variasi nya mantap mantap sedap!!!#qoriinternasional #fypシ゚viral #tilawahquran @Syamsuri Firdaus
variasi nya mantap mantap sedap!!!#qoriinternasional #fypシ゚viral #tilawahquran @Syamsuri Firdaus

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