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Old 08-06-2007   #1
marvin m
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Default Statistics question. Is 35% correlation between variables significant?

I have ****yzed price changes for 100 stocks over 90 days and have compared these changes against a an indepent characteristic for each stock, yielding a 35% correlation. Is this significant?
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Old 08-06-2007   #2
ziggydiggy1
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The amount of correlation is separate from the significance of the correlation. The correlation coefficient (beta) seems to be 0.35 but what is the P-value (or T-statistic, standard error, etc.)?
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Old 08-06-2007   #3
roundandround
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It is just as important to measure the qualitative measures of the stock as well as its quantitative measures. Gaussian distributions do not apply to the stock market. They teach it in school because it is easy to teach.































http://www.designs.valueinvestor
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