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We tests whether Fama and French factors explain the portfolio returns as envisaged in Fama and French (1995). We use National Stock Exchange continuously traded stocks, Nifty Index and other relevant data from July 1996 to June 2010. We have formed portfolios based on size and value which are regressed over factors portfolios-market, size and value. The results show that portfolio returns are not explained by factors portfolios with the exception of big stocks portfolios are explained to some extent. Further results show that portfolio returns of small stocks are not explained by factor portfolios.

Testing of Fama and French Factors in Indian Capital Market