coefficient of correlation
In regression analysis this is a statistic designated as r and ranging from -1 to +1. It indicates the percentage of correlation between the dependent variable and the independent variable(s).
Coefficient of Determination
The ratio of the explained variation to the total variation is called the coefficient of determination. This is a measure of predicitive reliability, and is defined as the correlation coefficient squared.
coefficient of correlation
a measure of dispersion that indicates the degree of relative association existing between two variables
Related Terms: ...
coefficient of determination
statistical measure of goodness-of-fit . It measures how good the estimated regression equation is, designated asr 2(read as r-squared). The higher the r-squared, the more confidence one can have in the equation.
Gini coefficients
Definition: The ratio between the area between a Lorenz curve and the 45o line and the area below the 45o line. The Gini coefficient is a precise way of measuring the position of the Lorenz Curve.
COEFFICIENT - A constant used to multiply another quantity or series; as in 3 xand ax, 3 and a are coef...
COEFFICIENT OF DETERMINATION - A measure of the goodness of fit of the relationship between the depende...
A coefficient of correlation is a mathematical measure of how much one number (such as a share price) can expected to be influenced by changes in another (such as an index). It is closely related to covariance (see below).
Correlation coefficient (r) is a measure of the degree of correlation between two quantities or variables, such as the rates of return on stocks and on bonds.
Correlation Coefficient
A correlation coefficient is a numerical, descriptive measure of the strength of the linear relationship between two variables.
Kothari (1989), 'An Analysis of Intertemporal and Cross-Sectional Determinants of Earnings Response Coefficients', Journal of Accounting & Economics, Vol.11, No.2/3 (July), pp. 143-81.
Chambers, Dennis J.; Freeman, Robert N.
Coefficient of Variation (CV)
A measure of relative dispersion for a data set, found by dividing the standard deviation by the mean and multiplying by 100.
Coefficient dette-service de la dette:
Le ratio suivant : remboursements relatifs à la dette extérieure d'un pays divisé par les revenus des exportations exprimés en monnaie forte.
Coefficient of Variation
A measure of investment risk that defines risk as the standard deviation per unit of expected return.
Coherent Market Hypothesis ...
coefficient of absolute risk aversion: This is a measure of the responsiveness to risk implied by a utility function of consumption, for each consumption level. Thus it is an attribute of a model, not an empirical measure usually.
Gini coefficient - A measure of inequality in a country's wealth distribution.
Gini coefficient
An inequality indicator. The Gini coefficient measures the inequality of income distribution within a country.
Gini coefficient an index of income inequality ranging between 0 (for perfect equality) and 1 (for absolute inequality); it is defined as the ratio of the area between the Lorenz curve and the perfect equality line, ...
COEFFICIENT OF ELASTICITY: A numerical measure of the relative response of one variable (A) to changes in another variable (B).
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, ...
Coefficient of Determination (in accounting)
Correlation (in accounting)
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Coefficient measuring a stock's relative volatility. The beta is the covariance of a stock in relation to the rest of the stock market.
Beta ...
Coefficient of Variation - Is a statistic which is used to determine the degree of relative dispersion. It extends standard deviation analyses. By definition, standard deviations are statistical measures of absolute dispersion.
Coefficient of correlation is the second measure that can be used to describe how well one variable is explained by another variable.
Coefficient of determination (r2)
The coefficient of determination measures the amount of variation of a dependent variable (left side) that is explained by variation in the independent variable (right side).
Coefficient de rotation des stocks
Quotient du coût des marchandises vendues sur la valeur des stocks, qui donne le nombre de fois que les stocks se renouvellent au cours d'une période donnée.
The coefficient of expansion is constant for such metals only as crystallize in the regular system; the others expand differently in the directions of the different axes.
Beta coefficient
See beta.
Bid price
The highest price that a prospective buyer is willing to pay for a financial instrument listed on an exchange.
Alpha Coefficient
Defined by Jenson in his portfolio evaluation model, it is the excess return of the fund above risk adjusted market return, given its level of risk as measured by beta.
ALPHA COEFFICIENT
A measure of the contribution that a portfolio manager makes to the performance of an investment portfolio, i.e., performance over and above that which can be attributed to general market performance.
A coefficient measuring the risk-adjusted performance, considering the risk due to the specific security rather than the overall market.
A coefficient measuring a security's price volatility caused by factors other than the stock market in its entirety. Alpha calculates the amount of return expected from an investment's intrinsic value, such as the rate of growth in earnings per share.
Pearson Coefficient
A type of correlation coefficient that represents the relationship between two variables that are measured on the same interval or ratio scale.
Information Coefficient (IC) The correlation between predicted and actual stock returns, sometimes used to measure the value of a financial . An IC of 1.0 indicates a perfect linear relationship between predicted and actual returns, while an IC of 0.
Correlation Coefficient is a numerical value anywhere between, and including, -2.0 and +1.0. This value indicates the degree to which the two assets are correlated. A -2.0 correlation coefficient is perfectly negatively correlated, +1.
Beta (Beta Coefficient)
A statistic generated through regression analysis of stock returns that compares the price sensitivity of a single stock or small group of stocks in relation to a larger group or index of stocks.
Regression coefficient
Term yielded by regression analysis that indicates the sensitivity of the dependent variable to a particular independent variable. See: Parameter.
Correlation Coefficient
A measure of the relationship between the returns of two securities or two classes of securities.
Cost Accounting Method ...
beta coefficient The Beta Coefficient is a concept taken from the popular Capital Asset Pricing... BGN The currency of Bulgaria. ISO international currency code: BGN. Learn more about Bulgaria and the Bulgarian Lev at GoCurrency.
Gini Coefficient
A measure of income inequality within a population, ranging from zero for complete equality, to one if one person has all the income.
See: Information Coefficient
ICC
See: International Chamber of Commerce
ID ...
[WCSU] beta coefficient A measure of the variability of rate of return or value of a stock or portfolio compared to that of the overall market.
Earnings response coefficient
A measure of relation of stock returns to earnings surprises around the time of corporate earnings announcements.
Parameter A model is a combination of variables, such as GDP growth, and coefficients which multiply these variables. The coefficients are often estimated from the data. The coefficients are called parameters.
IBES See: Institutional Brokers Estimate System IBF See: International Banking Facility IBRD See: International Bank for Reconstruction and Development IC See: Information Coefficient ID The two-character ISO 3166 country code ...
Security market plane A plane that shows the relationship between expected return and the beta coefficient of more than one factor. Security selection See: security selection decision.
Earnings-price ratio See: Earnings yield Earnings response coefficient A measure of relation of stock returns to earnings surprises around the time of corporate earnings announcements. Earnings retention ratio Plowback rate.
Correlation coefficient Statistical measure of the relationship between the movements of two variables. Often used to describe similar movements in prices of two stocks. Coupon The annual interest paid on a debt instrument.
R squared (R2) Square of the correlation coefficient proportion of the variability explained by the linear regression model.
(2) Graphically, beta is the slope coefficient of the characteristic line with the stock's rate of return on the y-axis and the rate of return on a market portfolio on the x-axis.
More specifically, CAPM is a one-factor model where the factor is coefficient β . In general, the portfolio risk premium is a linear function of β and of the market portfolio risk premium.
A measure of short-term price instability is the coefficient of variation-the ratio of the standard deviation of annual percentage changes in the price level to the average annual percentage change.
Beta A statistical coefficient that gives an approximate measure of a stock's price volatility relative to the market (usually the S&P 500).
Gini coefficient [r]: A number between 0 and 1 denoting the degree of inequality of income in a community, defined as the area between the Lorenz curve and the diagonal divided by the area under the diagonal. [e] ...
Weighted Average Adjustment Coefficient
Weighted Average Composite Index (software development)
Weighted Average Cost
Weighted Average Cost for Capital
Weighted average cost of capital
Weighted average cost of capital
Weighted average cost of capital ...
The standard measure of correlation is the correlation coefficient, a number between -1 and one that indicates the strength and direction of a linear relationship between two variables.
For example, Standard & Poor's 500-stock Index (S&P 500) has a beta coefficient (or base) of 1. That means if the S&P 500 moves 2% in either direction, a stock with a beta of 1 would also move 2%.
The beta adjusts for the risk (the slope coefficient). The alpha is the intercept. Example: Suppose the mutual fund has a return of 25%, and the short-term interest rate is 5% (excess return is 20%).
Alpha and beta coefficients are calculated using a procedure known as "regression analysis, ...
Lorenz curve - Gini coefficient - Poverty level
Efficient markets theory in Financial economics
Risk.
List of terms in urban economics
International trade - Terms of trade - List of international trade topics
Macroeconomics
Economics ...
The correlation coefficient between those two variables is only 0.0244 (2.44%) when IPOs and stock market index returns are analyzed simultaneously, but increases to as high as 0.5683 (56.83%) when the WIG returns are lagged by one year.
 See also: Banks, Values, Expense, Expected return, Asset pricing model
  
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