R2 | Fama-French三因子模型检验 | CAPM模型检验 | ||||
L | M | H | L | M | H | |
S | 0.871 | 0.880 | 0.980 | 0.805 | 0.796 | 0.979 |
B | 0.916 | 0.935 | 0.973 | 0.618 | 0.690 | 0.794 |