Using the last 12 months historical prices in Fama-French 3 factors to calculate the required return for Hasbro (HAS).

Using the last 36 months historical prices in Fama-French 3 factors to calculate the required return for Hasbro (HAS).

Using the last 12 months historical prices in Fama-French 3 factors to calculate the required return for Netflix(NFLX).

Using the last 36 months historical prices in Fama-French 3 factors to calculate the required return for Netflix(NFLX).

Company	Required Return Rate	Data Period
Hasbro (HAS)		12 months historical prices
Hasbro (HAS)		36 months historical prices
Netflix(NFLX)		12 months historical prices
Netflix(NFLX)		36 months historical prices

Data :

For the required return rate calculation, please use weekly data for both historical price and historical 3 factors. It means you use 52 weeks for 12 months data calculation and 156 weeks for 36 weeks calculation.

Frenchs website provides the weekly Fama-French 3 factors in the following website. Please download the CSV file and save it. It is in Excel format.

http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html

Changes in CRSP Data Fama/French 3 Factors TXT CSV Details Fama/French 3 Factors [Weekly] TXT CSV Details Fama/French 3 Factors [Daily] TXT CSV Details

For the historical price data, Yahoo Finance provides the daily, weekly and monthly data. Please select the weekly and click the Apply button. Then download it in an Excel file. The following link is for Hasbro weekly historical price:

https://finance.yahoo.com/quote/HAS/history?period1=1505505525&period2=1537041525&interval=1wk&filter=history&frequency=1wk

Be caution:

1. The date in Fama-French 3 factor is the last day of the week, while the date in Yahoo Finance is the first day of the week. But they indicate the same week. Please match the dates from both resources carefully.

2.The most recent date of the weekly data for Fama-French 3 factor is not the same as that for the Yahoo Finance historical price. Please use the week in which both data are available as the first week, then count 56 weeks backward for the last 12 weeks, and 156 weeks backward for 36 weeks calculation.