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Stock Correlation Calculator

Use the Stock Correlation Calculator to compute the correlation coefficient using closing prices for any two stocks listed on a major U.S. stock exchange and supported by Quandl.

Simply enter any two stock symbols and select the price series and date information. Then click on the Calculate Correlation button and the correlation coefficient will be displayed on a new page.

The value of a correlation coefficient is between -1 and 1, where 0 represents no correlation between the two symbols, 1 represents perfect positive correlation (prices for both symbols move in the same direction) and -1 represents a perfect negative correlation (prices for both symbols move in opposite directions).

Stock Correlation Calculator
Stock 1 Quote Symbol:
Stock 2 Quote Symbol:
Price Series Interval:    Daily    Weekly    Monthly  Quarterly    Annual  
Date Info:
Month
Day
Year
Start Date:
End Date:
 
All prices from Quandl are adjusted for splits and dividends. Calculator does not support mutual funds or indexes.


See Stock Correlation Calculator Results: Quick Input for 1, 5, 10, 20 and all-years returns

See Stock Correlation Matrix Calculator to do correlations for up to five stocks.


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