An econometric factor model to explain factor exposures and risk

Please refer to Understanding Econometric Factor Model for details.

Factor Exposures - {{tickerData.Ticker}}
Factor Exposure Standard Deviation
{{item}} {{tickerData[item].exposure}} {{tickerData[item].std}}
Risk - {{tickerData.Ticker}}
Total Risk (%) Diversifiable Risk (%) Non-Diversifiable Risk (%)
{{tickerData.TotalRisk}} {{tickerData.DiversifiableRisk}} {{tickerData.NonDiversifiableRisk}}
As of date: {{tickerData.Date}}

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I am Goutham Balaraman, and I explore topics in quantitative finance, programming, and data science. You can follow me @gsbalaraman.

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