Difference between revisions of "R squared"

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{{Infobox Midpage Need Sponsor}}R squared is a measure of the diversification of the portfolio; in essence, it indicates the extent to which fluctuations are explained by market results. A portfolio that has R square equaling 1.0 indicates that 100% of the returns are market determined.<ref>{{cite web|name="Hedge fund terms”|url=http://www.libgate.com/hedge-fund-terms.html|org=Liberty Gateway|date=Jan. 27, 2008}}</ref>
{{Random_adbox}}R squared is a measure of the diversification of the portfolio; in essence, it indicates the extent to which fluctuations are explained by market results. A portfolio that has R square equaling 1.0 indicates that 100% of the returns are market determined.<ref>{{cite web|name="Hedge fund terms”|url=http://www.libgate.com/hedge-fund-terms.html|org=Liberty Gateway|date=Jan. 27, 2008}}</ref>


== References ==
== References ==


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<references />
[[Category:Definitions]]
[[Category:Portfolio Metrics]]

Latest revision as of 21:11, 15 August 2011


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R squared is a measure of the diversification of the portfolio; in essence, it indicates the extent to which fluctuations are explained by market results. A portfolio that has R square equaling 1.0 indicates that 100% of the returns are market determined.[1]

References[edit]

  1. "Hedge fund terms”. Liberty Gateway.