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. Multiple R-squared: 0.9698, Adjusted R-squared: 0.9676 SMB stands for a factor portfolio based on size. It is computed as the portfolio returns of small

. Multiple R-squared: 0.9698, Adjusted R-squared: 0.9676 SMB stands for a factor portfolio based on size. It is computed as the portfolio returns of small size stocks minus portfolio returns of larg...

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