ASSET CORRELATION MODEL
Review: 5 - "A masterpiece of literature" by , written on May 4, 2006
I really enjoyed this book. It captures the essential challenge people face as they try make sense of their lives and grow to adulthood.

ASSET CORRELATION MODEL

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AS AN IDEAL COMPENDIUM TO OUR ASSET ALLOCATION PRODUCT (OR AS A STANDALONE) this fully editable model calculates the correlation coefficient between any two variables, whether they are stock indexes, asset classes, market indicators, individual securities, commodities, currencies, interest rates or anything else that can be tracked numerically.

Calculate static or rolling correlations (12, 24, 36, 48, 60 months) for the given time period, based either on end-of-month values or monthly returns, going back to Dec. 1995. Including chart to visualize changes over time. 29 indicators included. You can replace any of them with the most appropriate ones for your analysis, by uploading historical values in the "Master" sheet.

Correlation statistically measures the degree of relationship between two variables in terms of a correlation coefficient that lies anywhere between +1.0 and -1.0. When it comes to diversified portfolios, correlation represents the degree of relationship between price (returns) movements of different assets included in the portfolio. A correlation of +1.0 means prices (returns) move totally in tandem (perfect positive correlation); a correlation of -1.0 means that prices (returns) move in completely opposite directions (perfect negative correlation). A correlation of 0 means the movement of one asset has no effect on the movement of the other asset. A well diversified portfolio should include uncorrelated or inversely correlated assets.

Depending on computer capacity the file may take between 20 and 30 seconds to download.

AS AN IDEAL COMPENDIUM TO OUR ASSET ALLOCATION PRODUCT (OR AS A STANDALONE) this fully editable model calculates the correlation coefficient between any two variables, whether they are stock indexes, asset classes, market indicators, individual securities, commodities, currencies, interest rates or anything else that can be tracked numerically.

Calculate static or rolling correlations (12, 24, 36, 48, 60 months) for the given time period, based either on end-of-month values or monthly returns, going back to Dec. 1995. Including chart to visualize changes over time. 29 indicators included. You can replace any of them with the most appropriate ones for your analysis, by uploading historical values in the "Master" sheet.

Correlation statistically measures the degree of relationship between two variables in terms of a correlation coefficient that lies anywhere between +1.0 and -1.0. When it comes to diversified portfolios, correlation represents the degree of relationship between price (returns) movements of different assets included in the portfolio. A correlation of +1.0 means prices (returns) move totally in tandem (perfect positive correlation); a correlation of -1.0 means that prices (returns) move in completely opposite directions (perfect negative correlation). A correlation of 0 means the movement of one asset has no effect on the movement of the other asset. A well diversified portfolio should include uncorrelated or inversely correlated assets.

Depending on computer capacity the file may take between 20 and 30 seconds to download.

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