Lab · 無料
相関行列
資産間のペアワイズ・ピアソン相関。低い |ρ| は有意な分散投資効果を意味します。任意の行を編集して独自のリターンを貼り付けられます。
Pairwise Pearson correlation across your assets. Low |ρ| means meaningful diversification benefit. Edit any row to paste your own returns. Preset: US sectors (illustrative).
Returns input
n=12
n=12
n=12
n=12
Pearson correlation matrix
| Asset | Technology | Financials | Energy | Health Care |
|---|---|---|---|---|
| Technology | 1.000 | 0.926 | 0.567 | 0.508 |
| Financials | 0.926 | 1.000 | 0.450 | 0.614 |
| Energy | 0.567 | 0.450 | 1.000 | 0.015 |
| Health Care | 0.508 | 0.614 | 0.015 | 1.000 |
ρ ≈ +1: assets move together (no diversification benefit). ρ ≈ 0: independent (full benefit). ρ < 0: hedged (best benefit). The diagonal is always 1 by construction.