Home > Term: Portfolio R2
Portfolio R2
Used in the context of general equities. Number between 0 and 1 that measures the strength of correlation of movement between the portfolio/stock and the index. Indeed, the R2 is the square of the correlation. For hedging purposes, the higher the R2, the better.
- Jenis Kata: noun
- Industri / Domain: Layanan keuangan
- Kategori: Keuangan secara umum
- Company: Bloomberg
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