Given the following data what is the correlation coefficient between the two stocks and the Beta of stock A standard deviation of returns of Stock A is 10.04 percent standard deviation of returns of Stock B is 2.05 percent standard deviation of the market is 3.01 percent covariance between the ...
The correlation coefficient is like watching a flock of birds… Some will stay in tight formation (be highly correlated); some will stray further afield (be only weakly correlated). Some may fly in the complete opposite direction (be negatively correlated). ...
Definition of Coefficient of Correlation In simple linear regression analysis, the coefficient of correlation (or correlation coefficient) is a statistic which indicates an association between the independent variable and the dependent variable. The coefficient of correlation is represented by “r” and ...
Given the following data what is the correlation coefficient between the two stocks and the Beta of stock A standard deviation of returns of Stock A is 10.04 percent standard deviation of returns of Stock B is 2.05 percent standard deviation of the market is 3.01 percent covariance between the ...
Covariance vs correlation: What’s the difference between the two, and how are they used? Learn all in this beginner-friendly guide, with examples.
A。相关系数(correlation coefficient)在统计学中衡量两个变量之间关系的强度和方向。选项 B 中“the difference between two sets of data”指的是两组数据的差异;选项 C 中“the proportion of one variable in the total”指的是一个变量在总量中的比例;选项 D 中“the average of a set of data”指的是...
The Correlation coefficient is always between -1 and 1. 1 Covariance A measure indicating the extent to which two variables change in tandem. The Covariance between stock A and stock B was positive, suggesting they move together. 3 Correlation A descriptor of the linear association between variabl...
A. An outlier will always decrease a correlation coefficient. B. An outlier will always increase a correlation coefficient. C. An outlier might either decrease or increase a correlation coefficient, depending on where it is in relation to the other points. D. An outlier will have no effect on...
When we measure the relationship between two variables, we may find that the change in the variables are related. The correlation coefficient measure how strong or weak this relationship is. However, it cannot tell us whether or not causation occurs. ...
The correlation coefficient is a statistical measure of the strength of the relationship between two data variables.