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Univariate
Involving only one variable.
Upthrust
Occurs when price moves above a pivot top and a widespread reversal ensues as follows: a) two previous closes are reversed, b) close is below pivot top, c) close is below opening and ...
where ΦK is the K-dimensional standard normal multivariate distribution function,Φ-1 is the inverse of the standard univariate normal distribution function and q = (q1,..., qK)' with normal scores qi = Φ-1 (zi), i = 1,..., K .
Beaver applied this method to evaluate the importance of each of several accounting ratios based on univariate analysis, using each accounting ratio one at a time.
Fama and French (1992), in examining the cross-section of expected stock returns between 1963 and 1990, establish that the positive relationship between book-to-price ratios and average returns persists in both the univariate and multivariate tests, ...
 See also: Market, Standard, Model, Exchange, Variable
  
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