Difference between revisions of "R squared"
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{{ | {{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 == | ||
<references /> | <references /> | ||
[[Category:Definitions]] | |||
[[Category:Portfolio Metrics]] | |||
Latest revision as of 21:11, 15 August 2011
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]
- ↑ "Hedge fund terms”. Liberty Gateway.