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T. Rowe Price Growth & Income PRGIX

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    1. French-Fama factor regressions on TRP US equity

      Commentary

      Mon, 17 Nov 2014

      R^2 trbcx 0.02 1.12 * 0.06 -0.46 * 0.00 0.95 prgix -0.04 0.97 * -0.05 * -0.10 * 0.01 0.99 prgfx ..... predictor (=0.77) and it's statistically significant. PRGIX (Growth Stock) has a negative value because it's tilted

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