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TSN: Risk Analysis Single-Factor Model πΉ(π) β πΉπ(π) = π. πππ + π. πππ[π΄π²π»πΉπ(π)] + π(π) The single-factor CAPM R-Squared is 2.71%. This means that the equation explains 2.71% of TSNβs 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 πΉ(π) β πΉπ(π) = π. πππ + π. πππ[π΄π²π»πΉπ(π)] + π. πππ[πΊπ΄π©(π)] β π. πππ[π―π΄π³(π)] + π(π) The Fama-French 3 Factor Model R-Squared is 4.26%. This means that the equation explains 4.26% of TSNβs return variance. The alpha is positive, providing about 1.41% above what was expected. However, we

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