Numerical analysis

Fundamental mathematical calculations for financial analysis

Beta coefficient (β)

Expected price sensitivity in proportion to movements of the financial markets as a whole (includes β+ and β-)

Linear statistical correlation coefficient (Pearson), R-squared (R²), variance, and covariance

Ordinary least-squares simple linear regression (it draws a straight line through data)

Mean absolute deviation (MAD), mean square error (MSE), and mean absolute percentage error (MAPE)

Slope of the best fit line can be used to identify trend strength and direction

Standard deviation of returns, including Z-score (standard score); aka Historical Volatility (HV)