Analysis of the Fama-French Model (FF5) Factor on the Food Industry under the COVID-19 Epidemic

Shiyun  Yang; Zijia  Cheng; Zihan  Xia

doi:10.54691/bcpbm.v13i.77

Authors

Shiyun Yang
Zijia Cheng
Zihan Xia

DOI:

https://doi.org/10.54691/bcpbm.v13i.77

Keywords:

COVID-19; Food Industry; Fama-French Model

Abstract

Due to the impact of the COVID-19 epidemic, the global economy has been affected to some extent in all aspects, with the food industry bearing the brunt. However, the specific research on the stock market segmentation industry is relatively lacking. This article aims to analyze the food industry's current status and development prospects by discussing the Fama-French three-factor model and five-factor model before and after the epidemic in the food industry and put forward constructive opinions on this. The analysis will use the method of coefficient comparison and effectiveness comparison to analyze the food industry's coefficients before and after the epidemic in the same model and model differences and combine the background of the industry to get the reasons for these differences.

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