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TSN: Risk Analysis Single-Factor Model 𝑹(𝒕) βˆ’ 𝑹𝒇(𝒕) = 𝟎. πŸŽπŸπŸ’ + 𝟎. πŸ‘πŸ•πŸ•[𝑴𝑲𝑻𝑹𝑭(𝒕)] + 𝒆(𝒕) The single-factor CAPM R-Squared is 2.71%. This means that the equation explains 2.71% of TSN’s return variance. The alpha is positive, providing about 1.42% above what was expected. However, we see that the P-value is greater than 5% and T-Stat is 1.67, therefore the alpha is significant at the 10% level. Based on this CAPM model, the security did earn a greater return than it should have. However, it is not strongly significant. Fama-French Three-Factor Model 𝑹(𝒕) βˆ’ 𝑹𝒇(𝒕) = 𝟎. πŸŽπŸπŸ’ + 𝟎. πŸ‘πŸ’πŸ‘[𝑴𝑲𝑻𝑹𝑭(𝒕)] + 𝟎. πŸπŸŽπŸ’[𝑺𝑴𝑩(𝒕)] βˆ’ 𝟎. πŸ‘πŸ‘πŸ–[𝑯𝑴𝑳(𝒕)] + 𝒆(𝒕) The Fama-French 3 Factor Model R-Squared is 4.26%. This means that the equation explains 4.26% of TSN’s return variance. The alpha is positive, providing about 1.41% above what was expected. However, we

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