Correlations, Portfolios
Correlations are important both for signs of future price movement by watching related data and for protection of portfolios during market downturns.
Correlation Lens
Multi-Horizon Correlation Map. Correlations are calculated over selectable 25, 90, or 250 business-day horizons for a variety of assets. Historical volatilities are shown on the diagonal. Click play below to examine the relationship through time. For pairs, click on the bubble first.
Calendar note: RiskSnap currently uses a Monday-Friday analytical calendar. Some exchanges, including Saudi Arabia, trade Sunday-Thursday.
Ready.
FX / Gold / Oil
Rates and Inflation
Equities / indices / Yahoo codes
Presets
Enter Yahoo symbols separated by commas or spaces. Maximum 20 total assets. Indices and other non-equity Yahoo codes remain in the risk matrix but are excluded from Portfolio Holdings.
Portfolio Analytics
Holdings
World Index Charts
Use the Correlations section to enter codes, then below, the number of shares held and the portfolio’s Book Cost. If desired the portfolio may be saved locally in your cache. When no saved portfolio is loaded, RiskSnap automatically creates an equal-weight portfolio from the selected securities. Click on button beside equity for charts
Market Prices: Not refreshed
Risk Data: Latest completed EOD
| Security | EOD price | Market price | Shares | Market value | Vol (EOD) | Div1 | An. Wtd. Total Return | Sharpe Ratio | Beta vs SPY | |
|---|---|---|---|---|---|---|---|---|---|---|
| Total | — | |||||||||
1 Div is the trailing twelve-month (TTM) dividend or distribution yield for the selected EOD date: split-adjusted cash dividends or ETF distributions during the preceding 12 months divided by that EOD price.
Security Price History
Portfolio Market Value (EOD)
Available after Matrix History loads.
TTM Dividends Used for Matrix History
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Matrix History
Latest matrix
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250 consecutive daily matrices are shown. Each matrix uses the selected correlation period.
Click a bubble to view the selected rolling correlation