Financial correlations
Programming data
Currencies and MOEX stocks
About
day
week
month
quarter
half-year
year
4 years
20 years
VIX BSE IBOV IXIC S&P500 RUT DAX SSE Wheat WTI Copper Gold UST
-5.38 -0.41 0.31 1.15 0.79 1.24 0.13 0.71 0.24 -0.4 0.31 -0.22 0.15
-21.22 0.31 1.93 2.31 1.92 2.5 1.72 2.88 1.68 6.59 2.6 -3.25 -0.25
7.06 4.71 0.5 3.21 2.23 3.25 2.11 3.19 -1.16 -5.75 7.96 9.11 -4.54
10.38 4.48 7.2 6.88 5.0 9.33 -0.56 7.74 1.33 -3.9 13.67 23.27 -6.89
-7.46 4.3 6.27 19.62 13.76 19.52 0.62 17.5 -4.21 -2.82 5.19 22.39 -10.38
-14.2 6.03 12.38 26.01 16.9 13.27 24.67 19.78 -11.39 -12.81 17.99 50.56 -4.83
-12.18 38.65 28.84 59.25 55.64 12.11 58.96 10.91 -28.92 -23.62 12.51 129.24 158.04
51.29 877.99 369.86 935.16 441.24 270.19 368.8 252.73 45.02 6.48 142.2 740.88 -10.4
Range Offset to Level of VIX