The German DAX dropped half a percent, France's CAC 40 slid 0.8 percent and the U.K.'s FTSE 100 declined 0.6 percent. 40 equities in two dozenless-developed countries is that they have no correlation witheach other.

The FTSE 100, DAX, and CAC 40 are three of Europe's largest indexes. Learn how they work, as well as some alternatives that investors may want to consider.

S&P 500. 0.66. B. Commodity Index . 0.56. Crude Oil Brent. 0.49.

Dax ftse correlation

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9,37% Goodwin, L. & Leech, N. (2006) Understanding Correlation: Factors That Affect If time series data, serial correlation?

It has been found that generally, the DAX Index has over 90% correlation with the leading US stock indices, and a 70% inverse correlation to the euro. This indicates that when the EUR/USD pair moves up or the value of the euro rises, the DAX Index tends to be weaker; and …

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The FTSE 100, Euro Stoxx 50 and the DAX all became highly correlated. Most notably the correlation between the DAX and both the FTSE and Euro Stoxx went all the way up from negative to almost 1! It is also interesting that the three indices now have a negative correlation with the S&P 500 .

Crude Oil Brent. 0.49. U.S. 2yr Trsy. Yield. 0.40.

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0.76. 0.66. Therefore a strong Euro gives them less money, and this is reflected in the share price.

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By analyzing existing cross correlation between FTSE MIB Index and DAX, you can compare the effects of market volatilities on FTSE MIB and DAX and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. The FTSE 100, Euro Stoxx 50 and the DAX all became highly correlated. Most notably the correlation between the DAX and both the FTSE and Euro Stoxx went all the way up from negative to almost 1! It is also interesting that the three indices now have a negative correlation with the S&P 500 .

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This compares to a narrower portfolio of just 30 stocks for the DAX which equates to roughly 70% of the country’s equity market by market capitalization. The incoming FTSE index has greater exposure to the financials sector with a weight of 19.9% compared to 14.4% in the DAX and slightly less exposure to consumer goods, 16.1% vs 18.55%.

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