Methodology

Multi-Factor Models

What variables are used in the three-factor model?

Net income, return on investment and gross domestic product.
Book value, market capitalisation and current ratios.
Firm size, price-to-earnings and return on investment.
Firm size, book-to-market and excessive returns on the market.

What variables are used in the three-factor model?

Net income, return on investment and gross domestic product.
Book value, market capitalisation and current ratios.
Firm size, price-to-earnings and return on investment.
Firm size, book-to-market values and excessive returns on the market.

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