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dispersion

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Definition of dispersion

Dispersion Image 1

dispersion

the degree of variability or difference; it is measured
as the vertical distance of an actual point from the
estimated regression line in least squares regression analysis



Related Terms:

coefficient of correlation

a measure of dispersion that indicates the degree of relative association existing between two variables


coefficient of determination

a measure of dispersion that
indicates the “goodness of fit” of the actual observations
to the least squares regression line; indicates what proportion
of the total variation in y is explained by the regression model


correlation analysis

an analytical technique that uses statistical
measures of dispersion to reveal the strength of the
relationship between variables


Standard deviation

The square root of the variance. A measure of dispersion of a set of data from their mean.


Standard Deviation

A statistical term that measures the dispersion of a variable
around its expected value. The standard deviation is often used as
a measure of risk when applied to a return on an investment.



standard error of the estimate

a measure of dispersion that reflects the average difference between actual observations and expected results provided by a regression line


Variance

A measure of dispersion of a set of data points around their mean value. The mathematical
expectation of the squared deviations from the mean. The square root of the variance is the standard deviation.


Dispersion Image 2

Variance

The dispersion of a variable. The square of the standard deviation.


Autocorrelation

The correlation of a variable with itself over successive time intervals.


Beta coefficient

A measurement of the extent to which the returns on a given stock move with stock market.


coefficient of variation

a measure of risk used when the standard deviations for multiple projects are approximately
the same but the expected values are significantly different


Correlation

See: correlation coefficient.


Correlation

The simultaneous change in value of two random numeric variables.


correlation analysis

an analytical technique that uses statistical
measures of dispersion to reveal the strength of the
relationship between variables


Correlation coefficient

A standardized statistical measure of the dependence of two random variables,
defined as the covariance divided by the standard deviations of two variables.


Correlation Coefficient

A measure of the tendency of two variables to change values
together


Dispersion Image 1

Correlation coefficient

A statistic in which the covariance is scaled to a
value between minus one (perfect negative correlation) and plus one (perfect
positive correlation).


Information Coefficient (IC)

The correlation between predicted and actual stock returns, sometimes used to
measure the value of a financial analyst. An IC of 1.0 indicates a perfect linear relationship between predicted
and actual returns, while an IC of 0.0 indicates no linear relationship.



input-output coefficient

a number (prefaced as a multiplier
to an unknown variable) that indicates the rate at which each
decision variable uses up (or depletes) the scarce resource



 

 

 

 

 

 

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