Coefficient of Variation


 

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Coefficient of Variation

A measure of investment risk that defines risk as the standard deviation per unit of expected return.



Coefficient of Variation

Similar Matches

Information Coefficient (IC)

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 indicates no linear relationship.


Correlation coefficient

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.


Regression coefficient

Regression coefficient

Term yielded by regression analysis that indicates the sensitivity of the dependent variable to a particular independent variable. See: Parameter.


Earnings response coefficient

Earnings response coefficient

A measure of relation of stock returns to earnings surprises around the time of corporate earnings announcements.


Coefficient of determination

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 known as R-square.


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Gini Coefficient


 
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