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Coefficient of determination |
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Definition of Coefficient of determinationCoefficient of determinationA measure of the goodness of fit of the relationship between the dependent and coefficient of determinationa measure of dispersion that
Related Terms:Correlation coefficientA standardized statistical measure of the dependence of two random variables, Information Coefficient (IC)The correlation between predicted and actual stock returns, sometimes used to Correlation CoefficientA measure of the tendency of two variables to change values coefficient of correlationa measure of dispersion that indicates the degree of relative association existing between two variables coefficient of variationa measure of risk used when the standard deviations for multiple projects are approximately input-output coefficienta number (prefaced as a multiplier Correlation coefficientA statistic in which the covariance is scaled to a Beta coefficientA measurement of the extent to which the returns on a given stock move with stock market.
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