L

M

H

L

M

H

常数项β₀

P值

S

−0.0011

−0.0010

0.0005

0.013

0.015

0.002

B

0.0005

0.0002

−0.0006

0.224

0.676

0.006

市场因子β₁

P值

S

0.9627

0.9647

1.0261

0

0

0

B

1.0046

1.0052

0.9848

0

0

0

规模因子β₂

P值

S

−0.0249

0.1132

0.0604

0.539

0.004

0

B

−0.8915

−0.7367

−0.9313

0

0

0

价值因子β₃

P值

S

−0.6053

−0.7738

−0.0976

0

0

0

B

−0.8554

−0.7450

0.0199

0

0

0.395