Sensitivity of the Asset to HML in Investment Formulas

Sensitivity of the Asset to HML refers to how the returns of that asset are influenced by movements in the high book-to-market ratio minus low book-to-market ratio factor. And is denoted by h_ml.

Investment formulas that make use of Sensitivity of the Asset to HML

fxFama-French Three-Factor ModelGo

FAQ

What is the Sensitivity of the Asset to HML?

Sensitivity of the Asset to HML refers to how the returns of that asset are influenced by movements in the high book-to-market ratio minus low book-to-market ratio factor.

Can the Sensitivity of the Asset to HML be negative?

{YesorNo}, the Sensitivity of the Asset to HML, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

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