The REWARD_CLASS_YIELD is comprised of the following elements:
The concept of yield is so important that it has been dealt with in the HIMIPref™ Overview and will not be further discussed here.
The following graph shows the relationship between the value of REWARD_CLASS_YIELD and the ultimate valuation that HIMIPref™ assigns to each instrument:
Regression Analysis |
Intercept |
-3.2890 ± 22.0440 |
Slope |
1.8907 ± 7.0077 |
Regression Sum of Squares |
85.8669 |
Residual Sum of Squares |
1179.6307 |
R Squared |
0.0679 |
F Statistic |
3.0208 |
Rejection Threshold (SDev) |
3.00 |
Rejection Count |
1 |
Observation Count |
85 |
|