Correlation Analysis & Charts

Friday, 6 December 2019

Strong positive correlation means that the returns of two assets tend to move in the same direction at the same time. However, it does not indicate the magnitude of the movements by which these assets rise and fall. That degree to which the (relative) performance versus each other differs, namely - dispersion - holds especially true if we look at US and EMU stock markets.

Like to read the full report?

Request your free trial to access this and all other ECR publications.

Request Free Trial

Your request has been sent

Maria Thorvardardottir

Your ECR contact

Maria Thorvardardottir