When R-Squared rounds off at extreme levels, a Short-term position could be considered opening opposite the prevailing trend. For example, a Short position could be regarded selling or opening, when the slope is positive and 0.
R-Squared is a statistical term saying how good one term is at predicting another. If R-Squared is 1.0 then given the value of one term, you can perfectly predict the value of another term. If R-Squared is 0.
R-Squared
A measure of how closely a fund's performance is correlated to a market index, such as the S&P 500. It is calculated by comparing monthly returns over the past three years to those of a benchmark.
R-Squared
A statistical measure that represents the percentage of a fund or security's movements that can be explained by movements in a benchmark index. For fixed-income securities, the benchmark is the T-bill.
R-squared
A measure of a fund's correlation to the market calculated by comparing monthly returns over the past three years to those of a benchmark. The benchmark for equity funds is the S&P 500. For fixed-income funds, it is the T-bill.
R-SQUARED
The r-Squared technical analysis indicator (TAI) shows the strength of a trend: the more closely prices move in a straight line over time, the stronger the trend. More about this technical analysis indicator . . .
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R-Squared versus a Standard Index
R-squared measures are usually stated in terms of percentages or values from 1 to 100%.
R-squared
The percentage of variation in the dependent variable that is explained by the regression equation. A relative measure of fit.
R-Squared - A correlation measurement showing the volatility(in %) of a portfolio's returns that can be explained by returns (i.e. movement) on the market portfolio (i.e. S&P 500).
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R-squared values show the percentage of movement that can be explained by linear regression. For example, if the r-squared value over 20 period is at 70%, this means that 70% of the movement of the instrument is explained by linear regression.
R-squared
A statistical measure of how well a regression line approximates real data points; an r-squared of 1.0 (100%) indicates a perfect fit. The formula for r is: r(X,Y) = [ Cov(X,Y) ] / [ StdDev(X) x StdDev(Y) ]
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RBAR-Squared: The R-squared value adjusted for the number of degrees of freedom.
Reaction: A short-term decline in price.
r-squared Statistical measure of correlation between a portfolio's performance and the... raid A trader's attempt to force down the price of a particular security, generally by heavy selling. Also known as bear raid.
R squared R-squared ranges from 0 to 100 and reflects the percentage of a fund's movements that are explained by movements in its benchmark index.
However, before basing any trade off of strict overbought/oversold levels it is recommended that you first qualify the trendiness of the market using indicators such as r-squared (see r-squared) or CMO.
Coefficient of Determination R-squared. The proportion of the variation in the data explained by the model.
Coincidence In Gann theory, a projected reversal point.
Colinear see Multicolinearity.
Best fit signifies the index that provides the highest R-squared. The following indexes are regressed against each equity fund: JSE Gold; MSCI Pacific, MSCI Pacific ex Japan, MSCI World ex U.S.
The R-squared indicates the percentage of the differences in PBV ratios that is explained by the independent variables. Finally, the regression itself can be used to get predicted PBV ratios for the companies in the list.
The scatter plot allows you to plot the linear regression of your selected variables, including the estimated alpha and beta, the R-squared value and the number of data points. In addition, the highs and lows values for X and Y are provided as well.
Metastock Indicators, Metastock Trading Systems and Metastock ...
You will find code sources for such indicators as Bollinger Bands, Ratchet stop loss, average true range, Hull moving average, Polarized Fractal Efficiency, r-squared ...
As with all overbought/oversold indicators, you should first quantify the trendiness of the market before acting on the signals. Indicators like the VHF, CMO, and r-squared can be used to gauge the trendiness of the market.
Used with the (LRF) set to follow fewer bars (9) than the (LRF).
Linear Regression R-Squared
Takes random bar price variables and works out a linear equation to explain the relationship, smoothed by squaring.
level of risk involved in generating the return is also important, and therefore there are also risk adjusted returns. Mutual fund risks are assessed using five different pointers. The five pointers are: Beta, Alpha, standard deviation, R-squared and ...
 See also: Square, Stock, Market, Close, Period
  
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