Stock Correlation Matrix Calculator

Use the Stock Correlation Matrix Calculator to compute the correlation coefficients using closing prices for up to five stocks listed on a major U.S. stock exchange and supported by Quandl.

Simply enter any five 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 Matrix Calculator
Stock 1 Symbol0:
Stock 2 Symbol0:
Stock 2 Symbol2:
Stock 2 Symbol3:
Stock 2 Symbol4:
Price Interval: D
Start Month:
Start Year:
End Month:
End Year:


All prices from Quandl are adjusted for splits and dividends. Calculator does not support exchange-traded funds (ETFs), mutual funds and indexes.

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