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Calculating Correlation
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11:09
humix.com
Calculating the correlation between two stocks | Analyzing stock returns #5
We explain how to calculate the correlation between two stocks using Excel and show how to construct a correlation matrix. 0:00 Correlation - comovement in stock prices 1:25 Using Excel to compute stock correlations 4:38 Perfect positive correlation 6:05 Corr(A, B) = Corr(B, A) 7:41 Stock correlations vary over time Enjoying our content? Click ...
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