Statistics

R-squared

Also known as: Coefficient of Determination

The proportion of variance in the dependent variable explained by the model.

Three things to know.

It never decreases when you add a variable, so it cannot be used for model selection. Use adjusted R-squared, or out-of-sample performance.

High R-squared does not mean a useful model - two trending series regress beautifully on each other and mean nothing. That is spurious regression.

In finance, low is normal. A genuinely predictive return signal often has R-squared well under 1%. Candidates who dismiss that as failure reveal unfamiliarity with real return data, which is exactly what the question is probing.

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