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Coefficient of Variation
The financial definition for Coefficient of Variation:
A measure of investment risk that defines risk as the standard deviation per unit of expected return.
Similar MatchesCoefficient of determinationCoefficient 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.
Correlation coefficientCorrelation coefficient A standardized statistical measure of the dependence of two random variables, defined as the covariance divided by the standard deviations of two variables.
Earnings response coefficientEarnings response coefficient A measure of relation of stock returns to earnings surprises around the time of corporate
earnings announcements.
Further Suggestions Information Coefficient (IC)
Regression coefficient
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