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Investing Glossary:
R square (R2)
Copyright 2012,
Campbell R. Harvey. All Rights Reserved.
Do not reproduce without explicit permission.
- R -
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| Definition: |
| 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. 100% R-square means perfect predictability.
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