Efficiency testing within CAPM & Fama French.
This contribution is for hosting Excel files and displaying the R Script deemed necessary for my Bachelor thesis.
Testing 5 stocks: AMZN,BIDU,DIS,GOOG & MRK
Benchmark: MSCI World
Riskfree Rate: FVX 5 year bond
Use timeSerieshistoric.xlsx
and timeSeriesRecent.xlsx
to take in raw data for R script.