dataunion.tistory.com/entry/2016-MAY-Credit-Suisse-AG-NASDAQ-GLDI-Correlation-Histogram
Correlation Histogram Type Description
Zero Correlation Histogram
- The stock pair is concentrated in the correlation coefficient zero.
- Case the diversification, Zero type will Overweight of the portfolio.
- And, Zero type are often low volatility.
Type A Correlation Histogram
- The stock pair is concentrated in the plus high correlation coefficient and minus high correlation coefficient.
- The A type will underweight of the portfolio.
- This is not a normal distribution.
Type B Correlation Histogram
- The stock pair is concentrated in the plus high correlation coefficient.
- The B type will underweight of the portfolio.
- This is not a normal distribution.
Type C Correlation Histogram
- The stock pair is concentrated in the minus high correlation coefficient.
- The C type will underweight of the portfolio.
- This is not a normal distribution.
Correlation Histogram Type Description
Zero Correlation Histogram
- The stock pair is concentrated in the correlation coefficient zero.
- Case the diversification, Zero type will Overweight of the portfolio.
- And, Zero type are often low volatility.
Type A Correlation Histogram
- The stock pair is concentrated in the plus high correlation coefficient and minus high correlation coefficient.
- The A type will underweight of the portfolio.
- This is not a normal distribution.
Type B Correlation Histogram
- The stock pair is concentrated in the plus high correlation coefficient.
- The B type will underweight of the portfolio.
- This is not a normal distribution.
Type C Correlation Histogram
- The stock pair is concentrated in the minus high correlation coefficient.
- The C type will underweight of the portfolio.
- This is not a normal distribution.
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Declinazione di responsabilità
Le informazioni ed i contenuti pubblicati non costituiscono in alcun modo una sollecitazione ad investire o ad operare nei mercati finanziari. Non sono inoltre fornite o supportate da TradingView. Maggiori dettagli nelle Condizioni d'uso.