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I find the free info from Charles Richards to be more useful than
Morningstar.
http://groups/yahoo.com/group/ChasRichards
Rik Rasmussen
Stock Analyzer mailing list moderator
http://groups.yahoo.com/group/stockanalyzer/
> -----Original Message-----
> From: dom1_1998 <dominick@xxxxxxx> [mailto:dominick@xxxxxxx]
> Sent: Saturday, February 15, 2003 10:00 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] r-squared and regression analysis
>
>
> Hi Anthony:
>
> When I used to subscribe to Morningstar which rated mutual funds, the
> meaing of R2 referred to how much of the mutual fund point movement
> was due to its comparative index, usually the S&P 500. If the fund
> had an R2 of 80, that meant 80 percent of the funds movement will be
> due to the index. The other 20% was attributed to the individual
> characteristics of that fund.
>
> You would think the above would have been beta but it's not.
> Is your R2 and the one above the same? If not could a code be written
> to determine the R2 for a set number of periods?
>
> TIA,
>
> Dominick
>
>
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