Moving Correlation (Apple, Samsung Electronics, 200 Day Parameter)
X axis : Date
Y axis : Moving Correlation Coefficient
Moving Correlation Distribution (Apple, Samsung Electronics, 200 Day Parameter)
X axis : Moving Correlation Coefficient
Y axis : Number of Day
Analysis
April 2004 to February 2014 correlation coefficient is 0.89.
The moving correlation coefficient are to be concentrated in the correlation coefficient 0.6~0.9 and The high correlation holds many days.
There are many relatively high correlation between the number of days.
However, in sectors such as the Apple-Samsung Electronics has recently lowered correlation.
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