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Correlations of Returns and Values: Central Banks

The correlation matrix analysis provides valuable insights regarding the impact of economic factors on assets. By knowing which assets are most positively correlated with an economic factor, investors can construct portfolios tilted towards that factor. Similarly, by identifying assets that are most negatively correlated with an economic factor, investors can construct portfolios tilted away from that factor.

This powerful tool helps investors identify which economic factors are most important in determining the short-run and long-run fluctuations in the value of their individual holdings and can facilitate more effective diversification and portfolio construction.

MacroReport InterActive offers three discrete categories of Correlation Tables for the focus on Central Banks:
ETFs
S&P 1500 Index
MSCI Global Indexes
These three categories of correlations provide both Correlations of Returns—defined here as short-term information—and Correlation of Values—which capture longer term trends—thereby providing a choice of timelines to correspond to multiple portfolio needs.
Central Banks: Home
Correlations: ETF-based Returns & Values
Correlations: S&P 1500-based Returns & Values
Correlations: MSCI Global Indexes-based Returns & Values

InterActive: Home
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