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EWMA Covariance CORRELATION PLOT BETWEEN EQUITY SECTORS

Average Correlation for Friday, December 14, 2018: 0.61% (0.01)
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Date Range: from to

Window: 6m · 1y · 2y · 5y · 10y · all

Equity Sectors Conditional Correlation Graph

Dataset Series

The Equity Sectors dataset contains the series:
  • Consumer Discretionary Select Sector SPDR Fund
  • Consumer Staples Select Sector SPDR Fund
  • Energy Select Sector SPDR Fund
  • Financial Select Sector SPDR Fund
  • Health Care Select Sector SPDR Fund
  • Industrial Select Sector SPDR Fund
  • Materials Select Sector SPDR Fund
  • S&P 500 Index
  • Technology Select Sector SPDR Fund
  • Utilities Select Sector SPDR Fund