Table V

Multifactor regression results

Jensen single-factor modelFama–French three-factor modelCarhart four-factor modelFama–French five-factor model
α−0.0009 (−1.39)−0.0011 (−1.99**)−0.0009 (1.49)−0.0013 (−2.57**)
βMKT0.9722 (54.5***)0.9712 (84.0***)0.9589 (62.2***)0.9812 (64.2***)
βHML (Value)0.0612 (1.51)0.0514 (1.48)0.0417 (1.01)
βSMB (Size)0.0578 (1.44)0.0627 (1.63)0.0949 (2.48***)
βUMD (Momentum)−0.0296 (−1.74*)
βRMV (Profitability)0.0803 (3.07***)
βCMA (Investment)−0.0353 (−1.03)
R20.97150.97410.97520.9761
Adj R20.97130.97380.97480.9756
F-stat8,272***3,024***2,359***1,950***

Notes: This table reports empirical results corresponding to the multifactor regressions formulated by Equations (4) through (7), representing Jensen single-factor, Fama–French three-factor, Carhart four-factor and Fama–French five-factor models. The dependent variable is the equally weighted average of 66 equity SRI fund returns. *,*****Show statistical significant at 10, 5 and 1 percent levels, respectively

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