Sentences with phrase «average correlation of»

The 65 - day average correlation of stocks fell to 0.52 in January.

Because the average correlation of stocks within the S&P 500 or other major indices has declined, it's argued, «active managers are going to do Read more -LSB-...]

20 % correlation for the Fed Model, versus an average correlation of 50 % for the others.

Since October 2003, the average correlation of the rank of the two sets of volatility is 0.66.

The correlation between reading and science achievement was statistically significant in all 41 countries examined, ranging from 0.599 to 0.892, with an average correlation of 0.805.

In case one wishes to discard the record before 1980 from the analysis, it's worth noting that since 1980, the correlation of the FedModel with subsequent S&P 500 total returns has been just 27 %, compared with an average correlation of 90 % for the other models since 1980.

20 % correlation for the Fed Model, versus an average correlation of 50 % for the others.

But notice that because of the differing economic performances, the average correlation of returns across various countries also drops noticeably.

Not exact matches

Chart 8 shows that there is a negative correlation of 0.66 between the percent change in the annual average of revised non-farm payrolls and the percent change in the annual average of revised continuing state unemployment insurance claims.

But they did find a clear correlation between average rates of overall brand - name prescribing and receiving industry money.

From the 1980s through the bursting of the tech bubble, correlations were reliably positive, averaging 0.50.

They noted that emerging markets (EM) have the attractive qualities of high average returns and low correlation with developed markets (DM).

In periods when the fed funds rate has been below 2 %, as has been the case since end of» 08, the average correlation has been roughly -0.33 -0.25.

In addition, correlations between stocks within the S&P 500 and the MSCI World Index had fallen below their long - run average as of October 2017.

For example, if you have higher - than - average CTRs, you'll have a tendency to move higher in rankings; still, this is hard to measure because of the correlation between ranking and CTRs.

Correlation does not equal causation, as they say, and there are a number of factors that can drive higher average unit volumes, such as having a drive - through, a broader menu, and more marketing spending, but the numbers above do seem to favor the fresh - beef chains.

Specifically, they calculate the average Pearson correlation of daily returns among all 30 stocks comprising the Dow Jones Industrial Average (DJIA) over a specified interval (ranging from 10 to 60 trading days), accounting for occasional index revaverage Pearson correlation of daily returns among all 30 stocks comprising the Dow Jones Industrial Average (DJIA) over a specified interval (ranging from 10 to 60 trading days), accounting for occasional index revAverage (DJIA) over a specified interval (ranging from 10 to 60 trading days), accounting for occasional index revisions.

First, per the findings of «Asset Class Diversification Effectiveness Factors», we measure the average monthly return for DBV and the average pairwise correlation of DBV monthly returns with the monthly returns of the above assets.

In their October 2012 paper entitled «Quantifying the Behavior of Stock Correlations Under Market Stress», Tobias Preis, Dror Kenett, Eugene Stanley, Dirk Helbing and Eshel Ben - Jacob relate average stock return correlations to stock market conditions with focus on dramatic maCorrelations Under Market Stress», Tobias Preis, Dror Kenett, Eugene Stanley, Dirk Helbing and Eshel Ben - Jacob relate average stock return correlations to stock market conditions with focus on dramatic macorrelations to stock market conditions with focus on dramatic market losses.

At the end of each month, they calculate average pairwise correlations of stocks at a daily frequency over the month.

Small caps (Russell 2000) and to a lesser extent Nikkei and EM equities in stocks all have below - average vol and correlations today to S&P 500; makes index hedges cheaper, although the lower level of realized volatility means consensus is looking for an even better entry point to buy equity vol.»

S&P 500 Correlations: This interesting graph shows the change in average stock correlations, shared by Tiho Brkan of the AtlCorrelations: This interesting graph shows the change in average stock correlations, shared by Tiho Brkan of the Atlcorrelations, shared by Tiho Brkan of the Atlas Investor.

As can be seen in Graph A1, weekly movements of the Australian dollar and the US dollar through most of this period had a high correlation (averaging 0.74).

They examine three measures of return comovement for each asset class: average pairwise correlation, average beta relative to the world market and average idiosyncratic volatility.

Our Multi-Asset Concentration index — a measure of correlations across 14 global asset classes — is hovering well below its post-crisis average, according to our Risk and Quantitative Analysis group.

First, per the findings of «Asset Class Diversification Effectiveness Factors», we measure the average monthly return for BWX and the average pairwise correlation of BWX monthly returns with the monthly returns of the above assets.

The only correlation they came up with was that these «hot zones» feature parents with higher - than - average levels of education and proximity to autism treatment centers.

Out of 58 hurricanes, 56 showed a significant correlation between lightning activity and wind speed, with peak winds arriving 30 hours after the lightning on average.

Further analysis also indicated a correlation between lean muscle mass and the average level of vitamin D in the body over the first three years of a child's life.

An extra postdoc in an average - sized lab added 0.31 publications, whereas an extra graduate student meant only an extra 0.14 (bearing in mind that these are suggestive correlations with no clear implication of cause and effect).

There also appears to be a strong correlation between the area of multiyear ice and the spatially averaged thickness of the perennial ice pack, which suggests that the satellite - derived areal decreases represent substantial rather than only peripheral changes.

Using calculations and data mining, the Spanish astronomers have found that the nodes of the 28 ETNOs analysed (and the 24 extreme Centaurs with average distances from the Sun of more than 150 AU) are clustered in certain ranges of distances from the Sun; furthermore, they have found a correlation, where none should exist, between the positions of the nodes and the inclination, one of the parameters which defines the orientation of the orbits of these icy objects in space.

The branch lengths of the high - variance exon tree showed a strong positive correlation with GC content and a negative correlation with the average body mass of species, seen at a much lesser magnitude in the low - variance exon tree (Fig. 6, A to D).

«Our research shows a correlation between hospitalisation due to infection and impaired cognition corresponding to an IQ score of 1.76 lower than the average.

In order to illustrate how relative similarities of responses in each brain region varied as a function of social distance, inter-subject time series similarities (i.e., Pearson correlation coefficients between preprocessed fMRI response time series) were normalized (i.e., z - scored across dyads for each region) prior to averaging across dyads for each brain region within each social distance category.

In order to illustrate how relative similarities of responses in each brain region varied as a function of social distance, inter-subject time series similarities (i.e., Pearson correlation coefficients between preprocessed fMRI response time series) were normalized (i.e., z - scored across dyads for each region) prior to averaging across dyads for each brain region and overlaying results on an inflated model of the cortical surface for each social distance category.

On average we found only 54 genes per tissue (0.2 %), which showed significant correlation of gene expression with PMI (FDR < 1 %)(Fig. 3a, Supplementary Table 6), compared to 6919 genes per tissue (39.3 %), if using the same model without covariates.

Correlation between average levels of soluble (a, b) and insoluble (c, d) Aβ42 and Aβ40 and the magnitude of cognitive impairments in transgenic animals, during the temporal progression of the AD - like amyloid pathology.

While levels of RNA and protein are strongly correlated when averaged over large numbers of cells, the authors discovered that this correlation breaks down at the level of single cells, with protein information more stably representing cell identity.

There is an open problem in astronomy and cosmology in computing the anisotropic (direction - dependent) and isotropic (direction - averaged) 3 - point correlation (3CPF) function which provides information on the structure of the universe.

For instance, averaging correlation matrices across individual subjects resulted in the separation of the left from the right dorsal lateral prefrontal cortex.

Although such an averaging process may be able to summarize the correlation between two particular nodes, it alters the characteristics of the network as a whole tremendously.

An average network, which is produced by averaging correlation matrices across subjects, does not properly represent the characteristics of the individual networks [26].

In fact, several functional brain network studies have generated a group network by simply averaging the correlation coefficients between the same set of nodes across subjects [10], [12], [13].

Thus, in the calculation of the average correlation matrix, the denominator was adjusted for the number of all valid correlation coefficients at each element of the matrix.

We defined a similarity measure between the HICA matrices of two individuals as the correlation coefficient of their corresponding elements, and computed for each individual an index of intra-hemispheric intrinsic connectivity asymmetry as the average similarity measure of his HICA matrix to those of the other subjects of the sample (HICAs).

Average warming onset rate of change is approximately 2.0 degrees C / millennium in the Antarctic with exceptionally strong correlation coefficients of 0.98.

Average plateau rate of change is minus 0.01 degrees C / millennium (excludes MIS 7e) with weaker correlation coefficient of about 0.5.

The robust quantification of over 9,000 proteins and 11,000 phosphopeptides on average enabled the de novo construction of a functional protein correlation network, which ultimately exposed the collateral effects of mutations on protein complexes.

Now, the average percentage of the virgin girls at the age of 18 is about 30 % whilst between 20 - 25 years old it is less than 5 % which indicates a negative correlation.