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Select any publicly traded company with at least ten years of trading history. Collect and appropriately sort and format the monthly closing data for your
Select any publicly traded company with at least ten years of trading history.
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)
Determine the mean, standard deviation, skewness and kurtosis for each of the excess return variables
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