Coefficient of Determination

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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.

Recommended for you:

  1. Correlation Coefficient
  2. Regression Equation
  3. R Squared (R2)
  4. Information Coefficient (IC)
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