The <RSquared> Element
Description
R-Squared is a statistical measure that represents
the percentage of a fund portfolio's or security's movements
that can be explained by movements in a benchmark index.
<RSquared
period =
string
type =
string
date =
datetime />
Attributes
| Attribute name | Data type | Description |
|---|
| period | string |
The period for the R-Squared value:
| 3-year | |
Three year R-Squared value.
| | 5-year | |
Five year R-Squared value.
|
|
| type | string |
Calculation range:
| day | |
Calculated on a day basis.
| | month | |
Calculated on a month basis.
|
|
| date | datetime |
The date for the value.
It is possible that the date is present, but the value isn't.
In that case the R-Squared value cannot be calculated for this date.
|
Number of occurences
Unlimited
Occurs within
<Statistics>Can contain
None (element is closed).
See also
<Alpha> |
<Beta>