Your article was successfully shared with the contacts you provided. April 15, 2004 — The R-squared statistic measures how closely a fund follows the market. When put to good use, it can help ...

The tools combine R-Squared’s range of equity risk models with PRISM, the firm’s proprietary Portfolio Risk Management and risk-adjusted Performance Attribution system. The new risk models incorporate ...

The coefficient of determination is commonly called r-squared (or r 2) for the statistical value it represents. This measure is represented as a value between 0.0 and 1.0, where a value of 1.0 ...