I've been playing with Java some more and put together a (visual) Fama French Calculator -- please give it a try!

You can choose to analyze the returns from the given list of 22 portfolios -- or enter your own returns! Then get your choice of graphical presentations for the results of a one-factor fit, a three-factor fit, a five-factor fit, or your own "fit by eye" (that's the most fun ).

Just click the screenshot below to try it out:

Enjoy -- and let me know what you think.

Best wishes,

Russell

**p.s. If you're having any trouble with the technical issues (red 'X', etc), I would suggest running over to http://www.javatester.org/ to make sure your browser is Java-enabled and you are using Java 1.4 or later.... Or shoot me a P.M.**

p.p.s. If you have any other mutual funds that you would like hardcoded (and you have at least 10 years of data) just send me a note and I'll try to get it included as quickly as possible -- for instance, if anybody's got the return series for older funds like the Fidelity Magellan or the like, I'd be happy to have them!

EDIT (January 24, 2008): Data sets have all been extended to include 2007!

EDIT (June 9, 2009): Data sets now include a dismal 2008 !

p.p.s. If you have any other mutual funds that you would like hardcoded (and you have at least 10 years of data) just send me a note and I'll try to get it included as quickly as possible -- for instance, if anybody's got the return series for older funds like the Fidelity Magellan or the like, I'd be happy to have them!

EDIT (January 24, 2008): Data sets have all been extended to include 2007!

EDIT (June 9, 2009): Data sets now include a dismal 2008 !