Incio

Matriz de CorrelaoComo Calcular a Correlao entre Investimentos?Matriz de Correlao Histrica

MsIPCACDIDLAREUROOUROIbovespaSMLLMatrizIPCACDIDLAREUROOUROIbovespaSMLLJan-070.44%1.08%-0.38%-1.97%4.42%-0.57%-2.67%IPCA-Feb-070.44%0.87%0.95%1.40%2.22%-1.44%0.63%CDI-13.53%-Mar-070.37%1.05%-2.74%-2.30%-1.75%4.44%3.68%DLAR5.27%30.33%-Apr-070.25%0.94%-0.54%1.37%2.31%8.16%7.40%EURO-19.60%25.27%63.41%-May-070.28%1.02%-4.89%-6.51%-4.35%6.67%9.54%OURO1.72%1.19%33.23%48.66%-Jun-070.28%0.90%1.21%0.45%-2.97%3.56%2.76%Ibovespa-20.02%-31.13%-71.95%-32.38%-3.20%-Jul-070.24%0.97%-1.77%-1.45%-2.36%1.15%0.60%SMLL-15.32%-39.67%-72.04%-42.92%-21.37%88.47%-Aug-070.47%0.99%3.81%4.11%4.43%-1.24%-2.89%Sep-070.18%0.80%-6.19%-1.93%4.89%11.23%4.13%Anlise das maiores e menores Correlaes HistricasOct-070.30%0.92%-4.03%-3.92%9.20%8.08%4.38%Nov-070.38%0.84%2.63%3.95%5.89%-2.94%-6.10%Maior5 maiores correlaesMenor5 menores correlaesDec-070.74%0.84%-0.95%-0.45%-0.41%0.80%-1.33%#CorrelLinhaColuna#CorrelLinhaColunaJan-080.54%0.92%-0.56%0.25%5.07%-8.04%-11.14%188.47%SMLLIbovespa1-72.04%SMLLDLARFeb-080.49%0.79%-3.15%-2.23%2.92%9.05%7.70%263.41%EURODLAR2-71.95%IbovespaDLARMar-080.48%0.84%4.84%7.97%-2.46%-5.53%-10.44%348.66%OUROEURO3-42.92%SMLLEUROApr-080.55%0.90%-4.64%-4.54%-7.00%7.68%10.69%433.23%OURODLAR4-39.67%SMLLCDIMay-080.79%0.87%-1.15%-3.81%2.87%9.88%10.31%530.33%DLARCDI5-32.38%IbovespaEUROJun-080.74%0.95%-2.20%-1.13%0.86%-10.44%-9.50%Jul-080.53%1.06%-2.68%-2.49%-6.12%-8.48%-2.70%Aug-080.28%1.01%4.61%-1.86%-5.38%-6.43%-10.49%Sep-080.26%1.10%15.67%12.28%19.78%-11.03%-23.23%Oct-080.45%1.17%12.21%-0.04%-7.44%-24.80%-26.93%Nov-080.36%1.00%6.78%10.04%10.31%-1.77%-2.51%Dec-080.28%1.11%0.60%9.31%10.26%2.61%3.85%Jan-090.48%1.04%-0.64%-8.31%6.32%4.66%0.03%Feb-090.55%0.85%2.07%1.75%4.01%-2.84%-4.98%Mar-090.20%0.97%-5.08%1.89%-6.69%7.18%2.65%Apr-090.48%0.84%-4.34%-6.36%-6.38%15.55%32.46%May-090.47%0.77%-7.51%-3.23%2.44%12.49%12.23%Jun-090.36%0.75%0.56%-1.77%-2.76%-3.26%0.60%Jul-090.24%0.78%-3.61%-2.50%-2.39%6.41%15.93%Aug-090.15%0.69%0.74%1.11%0.00%3.15%7.98%Sep-090.24%0.69%-5.74%-3.70%0.97%8.90%7.37%Oct-090.28%0.69%-1.92%-1.18%2.61%0.05%2.62%Nov-090.41%0.66%0.37%2.17%15.03%8.94%12.59%Dec-090.37%0.72%1.05%-4.53%-10.53%2.30%4.82%Jan-100.75%0.66%7.67%3.82%6.45%-4.65%-3.67%Feb-100.78%0.59%-3.40%-5.24%-1.20%1.68%3.15%Mar-100.52%0.76%-1.66%-2.40%4.28%5.28%-1.36%Apr-100.57%0.63%-2.83%-4.31%1.47%-4.04%-0.48%May-100.43%0.75%4.98%-2.93%4.35%-6.64%-3.54%Jun-100.00%0.79%-0.84%-1.44%2.92%-3.35%3.02%Jul-100.01%0.86%-2.46%4.08%-3.91%10.80%11.83%

Correlao com tabelaComo Calcular a Correlao entre Investimentos?Matriz de Correlao Histrica (com tabela)

MsIPCACDIDLAREUROOUROIbovespaSMLLMatrizIPCACDIDLAREUROOUROIbovespaSMLLJan-070.44%1.08%-0.38%-1.97%4.42%-0.57%-2.67%IPCA-Feb-070.44%0.87%0.95%1.40%2.22%-1.44%0.63%CDI-13.53%-Mar-070.37%1.05%-2.74%-2.30%-1.75%4.44%3.68%DLAR5.27%30.33%-Apr-070.25%0.94%-0.54%1.37%2.31%8.16%7.40%EURO-19.60%25.27%63.41%-May-070.28%1.02%-4.89%-6.51%-4.35%6.67%9.54%OURO1.72%1.19%33.23%48.66%-Jun-070.28%0.90%1.21%0.45%-2.97%3.56%2.76%Ibovespa-20.02%-31.13%-71.95%-32.38%-3.20%-Jul-070.24%0.97%-1.77%-1.45%-2.36%1.15%0.60%SMLL-15.32%-39.67%-72.04%-42.92%-21.37%88.47%-Aug-070.47%0.99%3.81%4.11%4.43%-1.24%-2.89%Sep-070.18%0.80%-6.19%-1.93%4.89%11.23%4.13%Oct-070.30%0.92%-4.03%-3.92%9.20%8.08%4.38%Frmula =CORREL(Dados_Correlao[CDI];Dados_Correlao[IPCA])Nov-070.38%0.84%2.63%3.95%5.89%-2.94%-6.10%Dec-070.74%0.84%-0.95%-0.45%-0.41%0.80%-1.33%VantagemPermite visualizar rapidamente quais ativos foram escolhidos para o clculo da correlao, evitando erros nas frmulas, principalmente quando a matriz tiver mais de 20 ativos.Jan-080.54%0.92%-0.56%0.25%5.07%-8.04%-11.14%Feb-080.49%0.79%-3.15%-2.23%2.92%9.05%7.70%Mar-080.48%0.84%4.84%7.97%-2.46%-5.53%-10.44%Anlise das maiores e menores Correlaes HistricasApr-080.55%0.90%-4.64%-4.54%-7.00%7.68%10.69%May-080.79%0.87%-1.15%-3.81%2.87%9.88%10.31%Maior5 maiores correlaesMenor5 menores correlaesJun-080.74%0.95%-2.20%-1.13%0.86%-10.44%-9.50%#CorrelLinhaColuna#CorrelLinhaColunaJul-080.53%1.06%-2.68%-2.49%-6.12%-8.48%-2.70%188.47%SMLLIbovespa1-72.04%SMLLDLARAug-080.28%1.01%4.61%-1.86%-5.38%-6.43%-10.49%263.41%EURODLAR2-71.95%IbovespaDLARSep-080.26%1.10%15.67%12.28%19.78%-11.03%-23.23%348.66%OUROEURO3-42.92%SMLLEUROOct-080.45%1.17%12.21%-0.04%-7.44%-24.80%-26.93%433.23%OURODLAR4-39.67%SMLLCDINov-080.36%1.00%6.78%10.04%10.31%-1.77%-2.51%530.33%DLARCDI5-32.38%IbovespaEURODec-080.28%1.11%0.60%9.31%10.26%2.61%3.85%Jan-090.48%1.04%-0.64%-8.31%6.32%4.66%0.03%Feb-090.55%0.85%2.07%1.75%4.01%-2.84%-4.98%Mar-090.20%0.97%-5.08%1.89%-6.69%7.18%2.65%Apr-090.48%0.84%-4.34%-6.36%-6.38%15.55%32.46%May-090.47%0.77%-7.51%-3.23%2.44%12.49%12.23%Jun-090.36%0.75%0.56%-1.77%-2.76%-3.26%0.60%Jul-090.24%0.78%-3.61%-2.50%-2.39%6.41%15.93%Aug-090.15%0.69%0.74%1.11%0.00%3.15%7.98%Sep-090.24%0.69%-5.74%-3.70%0.97%8.90%7.37%Oct-090.28%0.69%-1.92%-1.18%2.61%0.05%2.62%Nov-090.41%0.66%0.37%2.17%15.03%8.94%12.59%Dec-090.37%0.72%1.05%-4.53%-10.53%2.30%4.82%Jan-100.75%0.66%7.67%3.82%6.45%-4.65%-3.67%Feb-100.78%0.59%-3.40%-5.24%-1.20%1.68%3.15%Mar-100.52%0.76%-1.66%-2.40%4.28%5.28%-1.36%Apr-100.57%0.63%-2.83%-4.31%1.47%-4.04%-0.48%May-100.43%0.75%4.98%-2.93%4.35%-6.64%-3.54%Jun-100.00%0.79%-0.84%-1.44%2.92%-3.35%3.02%Jul-100.01%0.86%-2.46%4.08%-3.91%10.80%11.83%