Disclaimer:
This video is for informational or entertainment purposes only. This is not supposed to be an investment advice.
In this video we are using the Fama French Regression model to analyze mutual funds. This regression is a pretty nice tool to evaluate your investment and have a quick overview how the funds manager or the ETF is performing.
The Fama French regression is a multiple regression which is an extension of the simple linear regression using the CAPM model which we have covered in the previous video.
In case you have any questions you are kindly invited to drop me a comment.
Pandas documentation for reading the Ken French data library:
[ Ссылка ]
Ken French Data library:
[ Ссылка ]
Video on getting and understanding online stock data:
[ Ссылка ]
CAPM Regression video:
[ Ссылка ]
Pandas Playlist:
[ Ссылка ]
0:00 - 1:15 Intro & required modules
1:15-1:50 Time horizon
1:50-2:50 Asset: Fidelity Growth Company Fund
2:50-4:25 Getting funds daily returns
4:25-6:20 Cumulating daily returns to get monthly returns
6:20-10:08 Getting Fama French factors
10:08-12:55 Merging both dataframes
12:55-13:52 Scaling
13:52-15:00 Funds Excess Returns
15:00-17:32 Regression
17:32-19:26 Interpretation of regression results
#Python #FamaFrench #Regression
