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financial coefficient

См. также в других словарях:

  • 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. The New… …   Financial and business terms

  • 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. Also… …   Financial and business terms

  • coefficient of variation — A measure of investment risk that defines risk as the standard deviation per unit of expected return. Bloomberg Financial Dictionary …   Financial and business terms

  • Earnings response coefficient — IntroductionThe earnings response coefficient, or ERC, is the estimated relationship between equity returns and the unexpected portion of (i.e., new information in) companies earnings announcements. In financial economics, arbitrage pricing… …   Wikipedia

  • Information Coefficient - IC — A correlation value that measures the relationship between a variable s predicted and actual values. The information coefficient is a performance measure used for evaluating the forecasting skill of financial analysts The information coefficient… …   Investment dictionary

  • Information Coefficient (IC) — The correlation between predicted and actual stock returns, sometimes used to measure the value of a financial analyst. An IC of 1.0 indicates a perfect linear relationship between predicted and actual returns, while an IC of 0.0 indicates no… …   Financial and business terms

  • information coefficient — ( IC) The correlation between predicted and actual stock returns, sometimes used to measure the contribution of a financial analyst. An IC of 1.0 indicates a perfect linear relationship between predicted and actual returns, while an IC of 0.0… …   Financial and business terms

  • regression coefficient — Term yielded by regression analysis that indicates the sensitivity of the dependent variable to a particular independent variable . Bloomberg Financial Dictionary See: parameter. Bloomberg Financial Dictionary …   Financial and business terms

  • 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. The New York Times Financial Glossary …   Financial and business terms

  • correlation coefficient — A standardized statistical measure of the dependence of two random variables, defined as the covariance divided by the product of the standard deviations of two variables. Bloomberg Financial Dictionary A measure of the closeness of the… …   Financial and business terms

  • earnings response coefficient — A measure of relation of stock returns to earnings surprises around the time of corporate earnings announcements. Bloomberg Financial Dictionary …   Financial and business terms

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