Lab · 무료
상관관계 행렬
자산 간의 쌍별 피어슨 상관관계. 낮은 |ρ|는 의미 있는 분산 효과를 의미합니다. 어느 행이든 편집하여 자신만의 수익률을 붙여 넣으세요.
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.