• Aditya Bahety
• Aanya Gadde
• Akshay Shrivastava
• Anika Agarwal
• Charvi Patel

The Capital Asset Pricing Model, or CAPM, independently made by Sharpe et al during the 1960s, has been a for the most part recognized gadget to choose the theoretical rate of return of a preferred position (from the budgetary pro's point of view) and the speculative cost of significant worth (from the association's viewpoint). Regardless, disregarding its reputation and intuitively fulfilling appearance the CAPM's authenticity has been tended to by observational data. The Fama-French Three Factor Model (later on insinuated as TFM) was made by Eugene Fama and Kenneth French as an enlargement to the CAPM. In this paper we will try to take a gander to the detriment of significant worth as foreseen by CAPM with that foreseen by the more accurate TFM and check whether there is a basic refinement between the figures of the two.

"CAPM vs Fama-French Three Factor Model ", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.6, Issue 6, page no.750-754, June 2019, Available :http://www.jetir.org/papers/JETIR1906T99.pdf

"CAPM vs Fama-French Three Factor Model ", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.6, Issue 6, page no. pp750-754, June 2019, Available at : http://www.jetir.org/papers/JETIR1906T99.pdf