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Currency Rate

[Forex] EUR/USD vs KOSPI,KOSDAQ Correlation Distribution

by DATAUNION 2014. 4. 13.
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X axis : Stocks Price Correlation Coefficient

Y axis : Number of stocks

Feb-2014

1,000 Day Parameter

EUR/USD Price vs KOSPI, KOSDAQ



Analysis

This stock mode of correlation coefficient is 0.0.

In other words, the correlation coefficient of the other stocks is the many levels 0.0.

Kurtosis of the distribution of the correlation is -0.25, and skew is 0.22.

The stock are to be concentrated in the correlation coefficient 0.0 and The low correlation holds many stocks.

A correlation distribution belongs to Zero type. (Reference)






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