HomeDefinitionsCompareDebt Regression coefficientThe financial definition for Regression coefficient:Term yielded by regression analysis that indicates the sensitivity of the dependent variable to a particular independent variable. See: Parameter. Similar MatchesCoefficient of determinationCoefficient of determinationA 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. Coefficient of VariationCoefficient of VariationA measure of investment risk that defines risk as the standard deviation per unit of expected return. Correlation coefficientCorrelation coefficientA standardized statistical measure of the dependence of two random variables, defined as the covariance divided by the standard deviations of two variables. Further SuggestionsEarnings response coefficientInformation Coefficient (IC) Click to compare definitions of Regression coefficient Click to view definitions beginning re |