Accueil > Term: Portfolio R2
Portfolio R2
Used in the context of general equities. Number between 0 and 1 that measures the strength of correlation of movement between the portfolio/stock and the index. Indeed, the R2 is the square of the correlation. For hedging purposes, the higher the R2, the better.
- Partie du discours : noun
- Secteur d’activité/Domaine : Services financiers
- Catégorie : Finance général
- Company: Bloomberg
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Créateur
- Jessehe
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