Portfolio Theory

Correlation

A statistical measure indicating the degree to which two securities move in relation to each other.

Correlation measures how the prices of two assets behave relative to each other, scaled from -1.0 to 1.0.

A correlation of 1.0 implies perfect positive correlation (they move exactly together). A correlation of -1.0 implies perfect negative correlation (when one goes up, the other goes down identically). A correlation of 0 means the price movements are entirely independent.

In modern portfolio theory, the ideal portfolio combines assets with low or negative correlations. If all your assets have a correlation near 1.0, a market shock will cause everything to fall simultaneously, negating the benefits of diversification.

Frequently Asked Questions

What is considered a low correlation?

Generally, a correlation below 0.5 provides strong diversification benefits. Values near 0 represent highly independent assets, while negative values offer active hedging properties.

Do correlations stay constant?

No. During periods of extreme market stress ('Black Swan' events), correlations tend to spike toward 1.0. This phenomenon is known as 'correlation breakdown,' where assets that usually act independently all fall together in a liquidity panic.

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The information provided by StressTest.pro is for educational and informational purposes only and does not constitute financial advice. Investment involves risk, including possible loss of principal. Past performance is not indicative of future results. Calculations are based on historical data and statistical approximations.