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Correlation as a data point

James Han shared this idea 8 years ago
Under Consideration

Similar to Beta, could we add correlation to the S&P 500 using the same 5/3 year logic?


This would be awesome for both the web and a data metric.

Replies (3)

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We cant do what excel does

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requested by michael lynch today (pro)

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I'd like to bump this is up for Model Portfolios. It's something that has been brought up a couple of times now. Would be great if we could calc this for model portfolios against their assigned benchmark.

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