AppliedNumeric answer

A fund returned $12\%$ with a risk-free rate of $2\%$ . Its loadings are $1.1$ on the market (premium $6\%$ ), $0.3$ on SMB (return $2\%$ ) and $-0.2$ on HML (return $3\%$ ). What is its three-factor alpha, in percent?

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Factor models: CAPM, Fama–French and statistical factors

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Citadel, Two Sigma, AQR

A fund returned 12%12\%12% with a risk-free rate of 2%2\%2%. Its loadings are 1.11.11.1 on the market (premium 6%6\%6%), 0.30.30.3 on SMB (return 2%2\%2%) and −0.2-0.2−0.2 on HML (return 3%3\%3%). What is its three-factor alpha, in percent?

More alpha and signal research questions

A fund returned $12\%$ with a risk-free rate of $2\%$ . Its loadings are $1.1$ on the market (premium $6\%$ ), $0.3$ on SMB (return $2\%$ ) and $-0.2$ on HML (return $3\%$ ). What is its three-factor alpha, in percent?