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Analysis
This stock mode of correlation coefficient is 0.3
In other words, the correlation coefficient of the other stocks is the many levels 0.3
Kurtosis of the distribution of the correlation is -0.46, and skew is -0.54
This stock mode of correlation coefficient is 0.4
In other words, the correlation coefficient of the other stocks is the many levels 0.4
Kurtosis of the distribution of the correlation is -0.61, and skew is -0.55
dataunion.tistory.com
This stock mode of correlation coefficient is 0.5
In other words, the correlation coefficient of the other stocks is the many levels 0.5
Kurtosis of the distribution of the correlation is -0.51, and skew is -0.55
dataunion.tistory.com
This stock mode of correlation coefficient is 0.2
In other words, the correlation coefficient of the other stocks is the many levels 0.2
Kurtosis of the distribution of the correlation is 0.06, and skew is -0.65
dataunion.tistory.com
This stock mode of correlation coefficient is 0.3
In other words, the correlation coefficient of the other stocks is the many levels 0.3
Kurtosis of the distribution of the correlation is -0.21, and skew is -0.63
dataunion.tistory.com
Correlation Histogram Type Description
Zero Correlation Histogram
- The stock pair is concentrated in the correlation coefficient zero.
- Case the diversification, Zero type will Overweight of the portfolio.
- And, Zero type are often low volatility.
Type A Correlation Histogram
- The stock pair is concentrated in the plus high...
