After an introduction to the Fama-French three-factor model, you will learn how to perform a multiple linear regression using exchange-traded fund (ETF) returns and the Fama-French market, size, and value factors. If this is your first time building a regression model, step-by-step instructions will guide you through the process in Excel. When you examine your results, consider how well the funds' excess returns are explained by the Fama-French factors.

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