1. Select any publicly traded U.S. Financial Services company with at least ten years of trading history.

You'll have to collect and appropriately sort and format the monthly closing data for your stock and the Fama-French factor data. Then you'll calculate each of the four excess return variables for each month ('YourStock' - RF, Mkt - RF, SMB, and HML) (See "Data for Models and Calculations" tab in the sample project spreadsheet below.)

Determine the mean, standard deviation, skewness and kurtosis for each of the excess return variables