Calculating the correlation between two stocks | Analyzing stock returns #5
Nov 11, 2022
We explain how to calculate the correlation between two stocks using Excel and show how to construct a correlation matrix.
0:00 Correlation - comovement in stock prices
1:25 Using Excel to compute stock correlations
4:38 Perfect positive correlation
6:05 Corr(A, B) = Corr(B, A)
7:41 Stock correlations vary over time
Enjoying our content?
Click the link below to subscribe to our channel:
https://www.youtube.com/channel/UCshd-qjVDVwSfYi6P7cgAXA/?sub_confirmation=1
You can also follow us on Twitter:
https://twitter.com/initial_return
And, visit our website for free courses, tutorials, and more:
https://www.initialreturn.com/
You can read our post on stock correlations here:
Show More Show Less #Investing
#Stocks & Bonds

