Covariance: Difference between revisions
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{{Learning concept | {{Learning concept | ||
|Description=A systematic relationship between two variables in which a change in one implies a corresponding change in the other. | |Description=A systematic relationship between two variables in which a change in one implies a corresponding change in the other. | ||
It is the degree of co-movement between the stock and the market return. | |||
|Wikipedia reference=http://en.wikipedia.org/wiki/Covariance | |Wikipedia reference=http://en.wikipedia.org/wiki/Covariance | ||
}} | }} | ||
Latest revision as of 14:17, 7 January 2014
Description
A systematic relationship between two variables in which a change in one implies a corresponding change in the other.
It is the degree of co-movement between the stock and the market return.
Concept Prerequisite
Wikipedia Reference
http://en.wikipedia.org/wiki/Covariance
Learning Material
Covered in Topic(s)
| Correlation & Regression |
| Return Risk and the Security Market Line |