# |
Term |
Company |
Ticker |
MIX |
Stock price |
R2
|
R2
|
R2
|
R2
|
Correl |
SD
|
SD
|
Beta |
| 1 | Apple | Apple Inc | AAPL | 269.265 | 392.87 | 0.03 | 0.12 | 0.57 | 56.59 | 74.36 | 0.75 | ||
| 2 | Adobe | Adobe Systems Inc | ADBE | 93.790 | 27.3 | 0.01 | 0.04 | -0.28 | 16.71 | 4.07 | -0.07 | ||
| 3 | Aig | American International Group Inc | AIG | 15.657 | 24.01 | 0.01 | 0.05 | 0.04 | 9.98 | 7.75 | 0.03 | ||
| 4 | Amd | Advanced Micro Devices Inc | AMD | 19.799 | 4.72 | 0.42 | 0.01 | -0.21 | 2.90 | 1.24 | -0.09 | ||
| 5 | Amazon | Amazon.com Inc | AMZN | 96.800 | 234.78 | 0.00 | 0.03 | 0.43 | 18.91 | 41.73 | 0.95 | ||
| 6 | Boeing | Boeing Co | BA | 40.502 | 64.59 | 0.08 | 0.00 | 0.11 | 14.92 | 8.09 | 0.06 | ||
| 7 | Bank of america | Bank of America Corp | BAC | 34.302 | 6.46 | 0.03 | 0.21 | -0.39 | 9.26 | 3.52 | -0.15 | ||
| 8 | Baidu | Baidu (Nasdaq) | BIDU | 18.696 | 122.16 | 0.10 | 0.05 | 0.19 | 5.68 | 175.51 | 5.87 | ||
| 9 | Bp | BP | BP | 119.688 | 42.35 | 0.03 | 0.07 | -0.51 | 79.71 | 8.05 | -0.05 | ||
| 10 | Citigroup | Citigroup | C | 24.250 | 30.3 | 0.01 | 0.00 | -0.11 | 9.64 | 13.78 | -0.16 | ||
| 11 | Weather | Corn ETF (NYSE) | CORN | 250.635 | 43.34 | 0.17 | 0.00 | -0.02 | 16.47 | 7.24 | -0.01 | ||
| 12 | Ebay | eBay Inc | EBAY | 46.920 | 32.12 | 0.11 | 0.05 | -0.17 | 7.29 | 4.63 | -0.11 | ||
| 13 | General electric | GE - General Electric Company (NYSE) | GE | 9.778 | 16.31 | 0.05 | 0.03 | 0.05 | 2.74 | 1.96 | 0.04 | ||
| 14 | Gold | SPDR Gold Shares (NYSE) | GLD | 197.269 | 159.52 | 0.31 | 0.08 | 0.17 | 22.29 | 22.82 | 0.17 | ||
| 15 | Google Inc | GOOG | 372.998 | 590.49 | 0.04 | 0.01 | 0.10 | 38.60 | 51.61 | 0.13 | |||
| 16 | Goldman sachs | Goldman Sachs Group, Inc. | GS | 24.094 | 102.09 | 0.07 | 0.00 | 0.14 | 23.59 | 23.61 | 0.14 | ||
| 17 | Intel | Intel Corporation | INTC | 85.145 | 24.03 | 0.11 | 0.04 | 0.24 | 18.11 | 1.65 | 0.02 | ||
| 18 | Coca cola | Coca Cola | KO | 49.252 | 68.19 | 0.00 | 0.07 | 0.57 | 13.09 | 6.79 | 0.3 | ||
| 19 | 3m | 3M | MMM | 13.560 | 80.48 | 0.00 | 0.00 | 0.05 | 1.97 | 6.57 | 0.17 | ||
| 20 | Merck | Merck | MRK | 5.220 | 33.35 | 0.04 | 0.00 | 0.02 | 1.79 | 1.92 | 0.02 | ||
| 21 | Microsoft | Microsoft Corporation | MSFT | 204.140 | 27.16 | 0.17 | 0.00 | -0.07 | 22.87 | 2.30 | -0.01 | ||
| 22 | Nvidia | NVIDIA Corp | NVDA | 14.534 | 14.48 | 0.02 | 0.03 | -0.14 | 2.56 | 3.53 | -0.19 | ||
| 23 | Gazprom | GAZPROM | OGZPY | 6.455 | 10.69 | 0.06 | 0.09 | 0.03 | 2.84 | 6.04 | 0.06 | ||
| 24 | Oracle | Oracle | ORCL | 27.111 | 32.12 | 0.01 | 0.02 | -0.00 | 9.82 | 4.06 | 0.0 | ||
| 25 | Qualcomm | Qualcomm (Nasdaq) | QCOM | 3.666 | 52.02 | 0.02 | 0.02 | 0.08 | 0.92 | 4.41 | 0.38 | ||
| 26 | Sandisk | Sandisk | SNDK | 4.327 | 49.76 | 0.04 | 0.03 | 0.07 | 0.93 | 5.34 | 0.4 | ||
| 27 | Toyota | Toyota Motor Corp | TM | 137.086 | 67.61 | 0.14 | 0.00 | -0.06 | 35.60 | 6.29 | -0.01 | ||
| 28 | Verizon | Verizon | VZ | 48.253 | 37.42 | 0.02 | 0.00 | 0.19 | 10.02 | 3.41 | 0.06 | ||
| 29 | Walmart | Walmart Stores (WMT) | WMT | 19.550 | 56.92 | 0.01 | 0.00 | 0.21 | 4.20 | 1.85 | 0.09 | ||
| 30 | Xerox | Xerox (NYSE) | XRX | 3.400 | 7.83 | 0.00 | 0.40 | -0.67 | 0.68 | 1.46 | -1.44 | ||
| 31 | Yahoo | Yahoo! Inc | YHOO | 197.994 | 16.12 | 0.00 | 0.00 | -0.15 | 17.92 | 1.40 | -0.01 |
This table is intended to provide information on correlations between stock prices and other financial products and the Marshallindex popuarity Index of the underlying companies or products.
Do not buy or sell stocks only based on these research, this information does not constitutes a recommandation to buy or sell any financial product.
R2 values
derive from 0 to 1 and describes the proportion of variability in a data set that is accounted for by the statistical model. It provides a measure of how well future outcomes are likely to be predicted by the model. Our Model is based on a 52 Weeks i.e 260 days count and a daily frequency.
Beta
In our model the Beta of a stock or portfolio is a number describing the relation of its returns with that of the word as a measure derived from the popularity. Our Beta is calculated using a daily frequency, 52 weeks, i.e. 260 days and takes all available data into account.
Correlation (Correl)
refers to any departure of two or more random variables from independence, but most commonly refers to a more specialized type of relationship between mean values. Our correlation is based on all available data in our database. Correlation varies between -1 and 1 and shows the dependence of a variable from the independent variable. 1 indicates a perfect positive correlation i.e a movement in one variable perfectly explains a movement in another variable. It is based on daily data.
Deviation (DEV)
is a plain vanilla standard deviation taking all available data in our database. It is based on daily data.