The R-squared value is a statistical measure that compares the movement of a fund against that of its benchmark index. The R-squared value ranges from 0 to 1. A value closer to 1 indicates that the ...
Most investors have probably never heard of the R-Squared Growth Rate. And even fewer know what it means. (Ten years ago, you could count me as one of them.) But, now I do. I want you to know too. So ...
In Part 3 of our series on modern portfolio theory, we discuss how R-squared can determine the usefulness of other MPT statistics. In a recent article, we went over how beta and other modern portfolio ...
Jin, Li, and Stewart C. Myers. "R-squared Around the World: New Theory and New Tests." Journal of Financial Economics 79, no. 2 (February 2006): 257–92.
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