Fama-French 3-Factor Model Calculator

Regress portfolio returns against the Fama-French three factors: market (MKT), size (SMB), and value (HML). Calculate factor loadings, alpha (Jensen's alpha), R-squared, and interpret factor exposures for equity fund analysis.

Principal ($)
Annual Rate (%)
Years
Compounding / Year
$ Finance Disclaimer: These calculators are for educational and illustrative purposes only. Results do not constitute financial advice. Consult a licensed financial advisor before making investment or borrowing decisions.
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How to Use

Enter the values for the scenario you are assessing. Regress portfolio returns against the Fama-French three factors: market (MKT), size (SMB), and value (HML). Calculate factor loadings, alpha (Jensen's alpha), R-squared, and interpret factor exposures for equity fund analysis. Use the fama-french 3-factor result to inform your calculation.

Frequently Asked Questions