Financial correlation

http://dbpedia.org/resource/Financial_correlation

Financial correlations measure the relationship between the changes of two or more financial variables over time. For example, the prices of equity stocks and fixed interest bonds often move in opposite directions: when investors sell stocks, they often use the proceeds to buy bonds and vice versa. In this case, stock and bond prices are negatively correlated. rdf:langString
rdf:langString Financial correlation
xsd:integer 33877779
xsd:integer 1121114561
rdf:langString Financial correlations measure the relationship between the changes of two or more financial variables over time. For example, the prices of equity stocks and fixed interest bonds often move in opposite directions: when investors sell stocks, they often use the proceeds to buy bonds and vice versa. In this case, stock and bond prices are negatively correlated. Financial correlations play a key role in modern finance. Under the capital asset pricing model (CAPM; a model recognised by a Nobel prize), an increase in diversification increases the return/risk ratio. Measures of risk include value at risk, expected shortfall, and portfolio return variance.
xsd:nonNegativeInteger 29841

data from the linked data cloud