Explanatory power analysis on Fama-French 3-factor residuals

0.61Coefficientvicuna-13b-chat

Evaluation Results

Method
vicuna-13b-chat2025.05	0.61	0.001	55
Llama2-7b-chat2025.05	0.52	0.021	27.5
vicuna-7b-chat2025.05	0.515	0.001	48.5
vicuna-13b-chat2025.05	0.505	0.028	14.5
Llama2-13b-chat2025.05	0.445	0.013	39
Gemma-2-9b-it2025.05	0.395	0.001	44.5
Llama3-8b-instruct2025.05	0.37	0.007	40
vicuna-13b-chat2025.05	0.365	0.106	34.2
Gemma-2-9b-it2025.05	0.305	0.33	39.5
vicuna-13b-chat2025.05	0.29	0.031	25.5
Phi-3.5-mini-instruct2025.05	0.285	0.005	33.5
vicuna-7b-chat2025.05	0.25	0.188	25.6
vicuna-7b-chat2025.05	0.215	0.142	13.4
Llama3-8b-instruct2025.05	0.211	0.402	17.8
Phi-3.5-mini-instruct2025.05	0.202	0.285	33.5
GPT 4o-mini2025.05	0.198	0.215	5.1
GPT 4.0-preview2025.05	0.195	0.512	13.8
Llama2-13b-chat2025.05	0.182	0.314	19.5
Gemma-2-9b-it2025.05	0.178	0.144	26.5
Llama2-7b-chat2025.05	0.175	0.47	28.5
vicuna-13b-chat2025.05	0.172	0.21	12.3
GPT 4.0-preview2025.05	0.165	0.328	4.5
Llama2-13b-chat2025.05	0.158	0.245	13.8
vicuna-7b-chat2025.05	0.158	0.235	9.5
GPT 4o-mini2025.05	0.155	0.209	12.1
GPT 4o-mini2025.05	0.145	0.312	5.5
Llama2-13b-chat2025.05	0.132	0.405	7.4
GPT 4.0-preview2025.05	0.119	0.389	6.3
vicuna-7b-chat2025.05	0.112	0.4	7.8
Gemma-2-9b-it2025.05	0.112	0.298	6.1
Llama3-8b-instruct2025.05	0.102	0.365	5.1
Phi-3.5-mini-instruct2025.05	0.097	0.512	3.2
Llama2-13b-chat2025.05	0.095	0.445	6.5
Gemma-2-9b-it2025.05	0.089	0.423	4.7
Llama3-8b-instruct2025.05	0.088	0.37	9.9
Phi-3.5-mini-instruct2025.05	0.075	0.086	15.3
GPT 3.52025.05	0.069	0.322	12
Llama3-8b-instruct2025.05	0.067	0.38	3
GPT 3.52025.05	0.06	0.455	1.8
Llama2-7b-chat2025.05	0.058	0.145	9
Phi-3.5-mini-instruct2025.05	0.056	0.67	2.6
GPT 3.52025.05	0.045	0.55	3.9
Llama2-7b-chat2025.05	0.04	0.657	2.1
Llama2-7b-chat2025.05	0.021	0.482	1.3