a statistic representing how closely two variables co-vary; it can vary from -1 (perfect negative correlation) through 0 (no correlation) to +1 (perfect positive correlation); coefficient of correlation, correlation
what is the correlation between those two variables?
Bloomberg Financial Glossary
相关系数相关系数 A standardized statistical measure of the dependence of two random variables, defined as the covariance divided by the standard deviations of two variables.
Investopedia Financial Terms
Correlation Coefficient
A measure that determines the degree to which two variable's movements are associated.
