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Coefficients Standard Error t Stat P-value alpha Intercept 0.13763597 0.08908138 1.54505891 0.1238305 betas mkt -rf 1.02730911 0.02187237 46.9683394 1.083E-113 betas smb 0.71164452 0.03642396 19.5378136 3.2315E-49
Coefficients | Standard Error | t Stat | P-value | ||
alpha | Intercept | 0.13763597 | 0.08908138 | 1.54505891 | 0.1238305 |
betas | mkt -rf | 1.02730911 | 0.02187237 | 46.9683394 | 1.083E-113 |
betas | smb | 0.71164452 | 0.03642396 | 19.5378136 | 3.2315E-49 |
betas | hml | 0.01155788 | 0.03231193 | 0.35769703 | 0.7209276 |
Is this alpha statistically significantly different from zero?
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