Wednesday, June 18, 2008

CorrelAsians

5 year weekly correlation coefficients, as generated by Bloomberg.

Not entirely sure what to make of it, but, besides the in-country (2 systems) S&P500/NASDAQ(/DJ Europe) and HSI/HSCEI, the tightest correlations are between Japan and Korea, Japan and Singapore (& Japan and Asia ex-Japan/India) plus Singapore and HSI/HSCEI. Korea/Taiwan a little behind those names, and a surprisingly low correlation between NASDAQ and Taiwan.

Just thought you might like to know.
Posted by at

No comments:

Post a Comment

Subscribe to: Post Comments (Atom)

------------------------- Disclaimer -------------------------

Information and analysis on this site is provided for informational purposes or entertainment only. Nothing herein should be interpreted as personalized investment advice. Under no circumstances does this information represent a recommendation to buy, sell or hold any security. None of the information on this site is guaranteed to be correct, and anything written here should be considered subject to independent verification. You, and you alone, are solely responsible for any investment decisions you make.
Good luck!
Hedge Thing