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