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R-Squared

Proportion of variance explained by the model/benchmark

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Technical

R-Squared

Proportion of variance explained by the model/benchmark

Definition

R-squared measures how well a model explains data variation. In finance, it shows how closely a portfolio tracks its benchmark. Range: 0-1, where 1 indicates perfect correlation.

Related Topics

#correlation #model fit #benchmark tracking #statistical measure

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Category: Technical

Technical analysis focuses on price patterns, chart analysis, and mathematical indicators to predict future price movements.

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