Fama-French SMB and HML | 6. Calculating Fama-French Factors

This final video in the Fama-French series demonstrates the last step in the process: how to calculate the SMB and HML Fama-French factors. Presentation includes a detailed examination of the relevant portion of the SAS code used for replicating the Fama-French factors. The video concludes with a discussion of the correlation between the results of this replication and Professor French's factors.