Factor Loadings Dashboard

Factor Model Information

Fama-French Model: Analyzes exposure to Market (Mkt-RF), Size (SMB), and Value (HML) factors.
Crypto Factors: Analyzes exposure to Market, Size, and Momentum factors for cryptocurrencies.
Beta (β): Factor loading showing sensitivity to each factor. β > 1 means more volatile than factor, β < 1 means less volatile.
Alpha (α): Excess return not explained by factors (risk-adjusted return).

Detailed Coefficient Statistics

Factor	Beta (β)	Std Error	t-Statistic	p-value	95% CI Lower	95% CI Upper

📉 Residual Analysis

Mean:

Standard Deviation:

Skewness:

Kurtosis:

Minimum:

Maximum:

Durbin-Watson:

Jarque-Bera (p-value):

Factor Correlation Matrix

Factor Contributions to Returns

Factor	Mean Daily Return	Mean Annual Return	Daily Volatility	Annual Volatility

⚖️ Risk Decomposition

Systematic Risk (Explained by Factors):

Idiosyncratic Risk (Residual):

Total Variance:

Explained Variance:

Residual Variance:

Factor Volatility (Annual):

🔍 Model Diagnostics

AIC (Akaike Info Criterion):

BIC (Bayesian Info Criterion):

F-Statistic:

F-Statistic p-value: