HomeDefinitionsCompareDebt Rescaled Range (R or S) AnalysisThe financial definition for Rescaled Range (R or S) Analysis:The analysis developed by H.E. Hurst to determine long-memory effects and fractional Brownian motion. Rescaled range analysis measures how the distance covered by a particle increases as we look at longer and longer time scales. For Brownian motion, the distance covered increases with the square root of time. A series which increases at a different rate is not random. See: fractional Brownian motion, Fractional Brownian Motion, fractional Brownian motion, Persistence, Joseph Effect, Noah Effect. Click to compare definitions of Rescaled Range (R or S) Analysis Click to view definitions beginning re |