Johnson Limited has a ROE and equity risk premium of 36% and 6.10% respectively. Its shares are currently selling for $59.36 and it has a trailing 12-month earnings and dividends per share of $3.84 and $1.42 respectively. The profit margin on sales is 24.10%. The estimated Fama-French factor sensitivity of Johnson and the risk premiums associated with these factors are given in the table below:

Factor sensitivity Risk premium [We] Market factor 0.86 6.4 Size factor {1.25 1.2 Value factor {1.32 1.4