What Is the Correlation Coefficient? The correlation coefficient is a metric that measures the strength and direction of a relationship between two securities or variables, such as a stock and a ...

Almost every day you can find in media commentary that XYZ is causing stocks to fall (or rise). Such definitive statements are common—but what’s almost always missing is statistical proof. And if you ...

Regression imputation is commonly used to compensate for item nonresponse when auxiliary data are available. It is common practice to compute survey estimators by treating imputed values as observed ...

This article proposes two estimators of the correlation coefficient, ρ, when statisticians will not construct a master file on individuals because of confidentiality issues. The approach depends on ...

Investors understand intuitively that some stocks are riskier than others. The capital asset pricing model attempts to quantify the common perception of risk using a term called beta. By understanding ...

CoV is a simple calculation to measure the variation in your process. Let’s see how to do the calculation, explore an ...