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Coefficient of determination

• A measure of the goodness of fit of the relationship between the dependent and independent variables in a regression analysis; for instance, the percentage of variation in the return of an asset explained by the market portfolio return.

 
 

Follow this link for all the terms related to term.

 
 Embedded terms in definition
 Asset
Dependent
Market portfolio
Market
Portfolio
Regression analysis
Return
 
 Related Terms
 Beta coefficient
Coefficient of correlation
Coefficient of variation
Correlation coefficient
Information coefficient

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