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Currency Rate

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

by DATAUNION 2014. 5. 24.
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X axis : USD/INR Price Correlation Coefficient

Y axis : Number of stocks

May1-2014

1,000 Day Parameter

USD/INR Price vs KOSPI, KOSDAQ



Analysis

This stock mode of correlation coefficient is 0.8.

In other words, the correlation coefficient of the other stocks is the many levels 0.8.

Kurtosis of the distribution of the correlation is -1.37, and skew is -0.08.

The stock are to be concentrated in the correlation coefficient -0.7, 0.8 and The high correlation holds many stocks.

A correlation distribution belongs to A type. (Reference)





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