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Analysis

[May-2014] Volume vs TR(True Range) Correlation Distribution

by DATAUNION 2014. 5. 31.
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TR(True Range) = High Price of intraday - Low Price of intraday

X axis : TR vs Volume Correlation Coefficient

Y axis : Number of stocks

May-2014

500 Day Parameter

KOSPI, KOSDAQ



Analysis

This data mode of correlation coefficient is 0.7.

Kurtosis of the distribution of the correlation is -0.66, and skew is -0.64.

The data are to be concentrated in the correlation coefficient 0.7 and The high correlation holds many stocks.

March 2014 to May 2014 there is no change in the special relationship.


View 2013 compared to correlatn Distribution


Reference : ATR



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