if R2 is too low, it means that other improtant factor u haven't included in ur regression model. therefore u have to add other factor in order to improve R2 value. However, R2 is a trick, u have to realized that more variables u add in ur regression model the higher R2 u will. as above people said, u can concerned on Singnificant level. Inadditional, if R2 between .5 to .8 u then u don't have to worry abt that