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1. This document discusses a study that aims to partially re-test the Fama-French Five Factor Model on excess stock returns of companies listed on the Kompas 100 Index from 2015-2019. 2. The results showed that the market excess return, size proxied by SMB, and book-to-market ratio proxied by HML had a significant positive effect on excess returns. Meanwhile, profitability proxied by RMW had a significant negative effect, and investment proxied by CMA did not affect expected excess returns. 3. The study

Author

Firas Taqiyyah Al Fakhirah

Language

EN