Fama-French Three-Factor Model Calculator​

Calculate the market return, SMB factor, HML factor, and stock return.

The Fama-French Three-Factor Model Calculator is a professional calculator tool designed to evaluate stock returns based on the influential factors outlined by Eugene Fama and Kenneth French. Users input the market return, SMB (Small Minus Big) factor, HML (High Minus Low) factor, and the actual stock return. It estimates the stock’s return adjusted for market conditions and size and value factors. This calculator provides valuable insights for investors seeking a more nuanced understanding of stock performance within the context of these key financial factors.