Korelasyon Matrisi

Varlıklarınız arasında ikili Pearson korelasyonu. Düşük |ρ| anlamlı çeşitlendirme yararı anlamına gelir. Kendi getirilerinizi yapıştırmak için herhangi bir satırı düzenleyin.

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

Pearson correlation matrix

Pairwise Pearson correlation coefficients between 4 assets. Values range from -1 (perfectly negatively correlated) to +1 (perfectly correlated). Diagonal cells are 1 by definition.
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.

Diversification works because not all assets move together. The correlation matrix shows you which pairs are tightly linked (high ρ) and which offer real diversification (low or negative ρ). Building a portfolio of correlated assets is like buying one big asset - you get no risk reduction.

Her Lab, standart ders kitabı matematiğine dayanır (Bodie / Kane / Marcus, Fabozzi, Tandelilin). Read the full methodology in the How It Works panel above.

Loading

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