Exact(2)
Analysts even connected the quadruple correlation between equities, gold, oil, the value of the dollar to the Fed's possible actions.
Osbon: Dick Bernstein at Merrill did a great study that shows correlation between equities has gone from 40% to 75% since the 80s.
Similar(58)
Between 2000 and 2007 there was no correlation between equity-capital ratios and the total return on banks' shares, says Mr Varley of Barclays.
They find one slightly odd distinction: the correlation between equity returns and economic growth per person since 1900 has been negative, but that between equity returns and aggregate GDP growth is actually positive.
"The correlation between the equity and credit markets is likely to be maintained at extremely high levels," Tony Moverley, a telecommunications bond analyst, wrote this week.
Mr Bond shows that since the second world war there has been a close correlation between American equity valuations and the proportion of 35-54 year-olds in the population.
"Given the correlation between negative equity and likelihood of default, the failure to write down principal in connection with loan modifications is a glaring flaw in current efforts," the state regulators noted in their report.
That means a moderate degree of correlation between natural resources equities and the broad stock market.
That has led me to the conclusion that the greatest risk to the market is a shift in correlation between treasuries and equities – where one no longer zigs when the other zags.
As Michael Lewis, a strategist at Deutsche Bank, points out, the correlation between energy and equity prices has risen sharply since 2007.
Furthermore, their analysis of math-test data reveals a correlation between broader gender equity and math performance -- for girls and boys.
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