D17-F01-A04 · SYNTHETIC TEACHING DATA

Fama-French Five-Factor Model

Attribute returns to market, size, value, profitability and investment while keeping factor-definition changes visible.

Experiment

Residual noise multiplier

Teaching stage

Swipe the chart and evidence table horizontally to inspect the full labels. Keyboard users can focus each region and use the arrow keys.

Choose → step → observe → explain → compare

Inspect the calculation

Observation	Input / intermediate	Derived evidence

All displayed values are calculated from the selected synthetic input. Decimal returns use 0.01 for 1%. A statistical result applies only to its declared hypothesis and sample.