Coefficient of Determination

Coefficient of Determination
Evaluation of the accuracy or appropriateness of relationship between variables that are dependent and independent in a regression analysis. For example, the variation percentage in an asset’s return as explained by the return on the market portfolio.

Related posts:

  1. Information Coefficient (IC)
  2. Dollar Return
  3. Correlation Coefficient
  4. R Squared (R2)
  5. Common Size Analysis

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