Fundamental Analysis - pr(Rx-E(Rx)) 2 pr(Ry-E(Ry)) 2 lysis

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Chapter 7 - Fundamental Analy pr Rx Ry pr x Rx pr x Ry 0.4 -0.05 0.15 -0.02 0.06 0 0 0.4 0.04 0.1 0.02 0.04 0 0 0.2 0.12 -0.08 0.02 -0.02 0 0.01 E(Rx) E(Ry) var(x) var(y) 0.0200 0.0840 0 0.01 std(x) std(y) 0.06 0.08
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Unformatted text preview: pr(Rx-E(Rx)) 2 pr(Ry-E(Ry)) 2 lysis cov(x,y)=pr(Rx-E(Rx))(Ry-E(Ry)) cov(x,y)-0.01 corr(x,y)=cov(x,y)/(std(x)*std(y))-0.92...
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Fundamental Analysis - pr(Rx-E(Rx)) 2 pr(Ry-E(Ry)) 2 lysis

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