Apple - Microsoft Pair Moving Correlation Distribution

Moving Correlation (Apple, Microsoft, 200 Day Parameter)

X axis : Date

Y axis : Moving Correlation Coefficient

Moving Correlation Distribution (Apple, Microsoft, 200 Day Parameter)

X axis : Moving Correlation Coefficient

Y axis : Number of Day

Analysis

April 2005 to February 2014 correlation coefficient is 0.46.

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.

Information is provided "as is" and solely for informational purposes, not for trading purposes or advice, and may be delayed.

Information provided by the investment decisions are not legally responsible for. In addition, the information posted can not be distributed without permission.