correlation coefficient investment & finance definition
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A statistical measurement that shows to what extent two variables move together.
Correlation Coefficient
See R-Squared.
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What is Trade-Ideas?
Correlation Coefficient
A measure that determines the degree to which two variable's movements are associated.
The correlation coefficient is calculated as: ...
Correlation Coefficient
Degree to which two series of numbers plot as a straight line. A correlation coefficient of 1 (or -1) indicates that the two series of numbers plot exactly along a straight line.
Correlation coefficient Statistical measure of the relationship between the movements of two variables. Often used to describe similar movements in prices of two stocks.
Correlation Coefficient
This is a measurement of the relationship between two variables that varies between +1 (highly correlated) and -1 (highly uncorrelated).
Counter Trend ...
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 (ρ)
The beta coefficient measures an investment's relative volatility or impact of a per-unit change in the independent variable (market) on the dependent variable (portfolio), holding all else constant.
Correlation Coefficient
Correspondent Bank
Cost of borrowing (in the context of margin lending) ...
The correlation coefficient can range between 1.0 (plus or minus one). A coefficient of +1.0, a "perfect positive correlation," means that changes in the independent item will result in an identical change in the dependent item (e.g.
The correlation coefficient was calculated for N days back starting from the preceding day (N being the length of the correlation period).
A low correlation coefficient (e.g., ±0.10) suggests that the relationship between the two variables is weak or non-existent.
However, the correlation coefficient R is unsatisfactory low with 0.54.
Correlation Coefficient: A numerical value that identifies the strength of relationship between variables.
Correlogram: A measure of spatial dependence (correlation) of a regionalized variable over some distance.
Their one year correlation coefficient was -0.69. This indicates a moderate to strong correlation. But if you look at their one month correlation, the correlation coefficient essentially flip flopped! So be careful.
correlation coefficient A Correlation Coefficient is a number between -1 and 1, gauging the degree to...
A correlation coefficient is the result of a mathematical comparison of how closely related two variables are.
The results are usually called a 'correlation coefficient' and vary between plus one and minus one. A coefficient of +1.0, is a 'perfect positive correlation' - changes in the independent entity result in an exact change in the dependent entity.
Correlation is defined as the linear regression correlation coefficient of a stock portfolio (or a single stock) and the performance benchmark over a certain period of time.
The correlation coefficient, or indicator of related movement, ranges from 1 to -1. A correlation coefficient of 1 indicates the securities move exactly the same way at the same time, and -1 means they move exactly opposite.
Moving Averages of the High and Low
Moving Correlation Coefficient
Moving Covariance
Moving Dispersion
Moving Regression Line
Moving Standard Deviation
Moving Standard Error
Moving Summation ...
Square of the correlation coefficient. The proportion of the variability in one series that can be explained by the variability of one or more other series a regression model. A measure of the quality of fit.
 See also: Coefficient, Analysis, Trading, Market, Stock
  
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