This release adds a new expected return model for our abnormal return calculator (ARC):

• Capital Asset Pricing Model (CAPM) with all corresponding test statistics

Further, we worked on making our other factor models more accessible:

• Fama–French three-factor model (FFM3)

• Carhart four-factor model (FFM4)

You find sample data sets for the CAPM, FFM3, and FFM4 on our ARC instruction page.

Finally, housekeeping tasks were performed and a bug in the printout mechanism was fixed that had shown values of 0 as empty cells.