UBS Interview Question: What is R squared? (Statistic... | Glassdoor

Interview Question

Sales and Trading Analyst Interview New York, NY

What is R squared? (Statistics)

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Interview Answer

2 Answers

0

Isn't this linear regression? But in relation to what? V random question

Arj Mahal on Jan 31, 2011
1

R squared is the variance of the stock. When you're measuring correlations, it measures the amount of risk that the stock shares with whatever you're comparing it with (e.g. an index).

Anonymous on Jun 10, 2011

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