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Regression statistics will typically include an R-squared value. The closer to 1 this is, the stronger the correlation between the returns of the two stocks. An R-squared figure of zero indicates ...
Linear Regression in Finance. The goal of a linear regression model is to estimate the magnitude of a relationship between variables and whether or not it is statistically significant.
It's easy to run a regression in Excel. The output contains a ton of information but you only need to understand a few key data points to make sense of your regression. You need the Analysis ...