a Using the FamaFrench 3factor model and the data provided in the Excel file included with this exam compute Shake

(a) Using the Fama-French 3-factor model and the data provided in the Excel file included with this exam, compute Shake Shack’s (SHAK) market, SMB and HML beta coefficients and briefly explain the role of each.
(b)
Briefly discuss the role of alpha (?) in the active management of stock portfolios. Would a portfolio consisting entirely of SHAK have generated positive alpha during the period covered by the regression results? Explain.

 

"Looking for a Similar Assignment? Get Expert Help at an Amazing Discount!"

Connect with a professional writer in 5 simple steps

Please provide as many details about your writing struggle as possible

Academic level of your paper

Type of Paper

When is it due?

How many pages is this assigment?

Place Order