In Part 3 of our series on modern portfolio theory, we discuss how R-squared can determine the usefulness of other MPT statistics. In a recent article, we went over how beta and other modern portfolio ...
Most investors have probably never heard of the R-Squared Growth Rate. And even fewer know what it means. (Ten years ago, you could count me as one of them.) But, now I do. I want you to know too. So ...
R-squared values range from 0 to 1, indicating the fit and explanatory power of a regression model. Values below 0.3 suggest weak explanatory power; above 0.7 indicate strong relationships. In finance ...
Your article was successfully shared with the contacts you provided. April 15, 2004 — The R-squared statistic measures how closely a fund follows the market. When put to good use, it can help mutual ...
Daniel Jassy, CFA, is an Investopedia Academy instructor and the founder of SPYderCRusher Research. He contributes to Excel and Algorithmic Trading. Amy is an ACA and the CEO and founder of OnPoint ...
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