rm | 系数 | 标准误 | T值 | P值 |
MKT | 0.932932 | 0.042235 | 22.09 | 0.000 |
HML | 0.128559 | 0.031174 | 4.120 | 0.000 |
SMB | 0.213483 | 0.041437 | 5.150 | 0.000 |
| 0.001115 | 0.003067 | 0.360 | 0.716 |