ABCDEFGHIJKAHAIAJAKALAMANAOAPAQARASATAUAVAWAXAYAZBABBBCBDBE
1
Okres
WIG_Polska
DAX_Niemcy
CAC40_Francja
PX_Czechy
OMX_Szwecja
BUX_Wegry
OMXV_Litwa
OMXR_Lotwa
RTS_Rosja
FTSE250_UK
WIG_Polska
DAX_Niemcy
CAC40_Francja
PX_Czechy
OMX_Szwecja
BUX_Wegry
OMXV_Litwa
OMXR_Lotwa
RTS_Rosja
FTSE250_UK
Macierz korelacji między log-stopami zwrotu
2
9/30/201549824,599660,444455,29971,11416,8920893,96479,82571,394789,7316683,02
WIG_Polska
DAX_Niemcy
CAC40_Francja
PX_Czechy
OMX_Szwecja
BUX_Wegry
OMXV_Litwa
OMXR_Lotwa
RTS_Rosja
FTSE250_UK
3
10/31/201550271,6510850,144897,66983,141499,2321557,44478,59597,91845,5417117,210,9%12,3%9,9%1,2%5,8%3,2%-0,3%4,6%7,1%2,6%
WIG_Polska
1,00
4
11/30/201547915,9111382,234957,6974,41536,0523768,6482,78586,18847,117420,7-3,8%17,8%11,3%0,3%8,4%13,8%0,6%2,6%7,3%4,4%
DAX_Niemcy
0,731,00
5
12/31/201546467,3810743,014637,06956,331446,8223920,65485,99594,35757,0417429,82-6,7%11,2%4,1%-1,5%2,1%14,5%1,3%4,0%-4,1%4,5%
CAC40_Francja
0,700,921,00
6
1/31/201644290,059798,114417,02921,071356,3223997,31487,87616,67745,316487,72-11,1%1,4%-0,9%-5,2%-4,3%14,9%1,7%7,9%-5,6%-1,2%
PX_Czechy
0,730,740,761,00
7
2/29/201645430,299495,44353,55857,611372,5423327,94488,12618,3768,816603,08-8,8%-1,7%-2,3%-11,7%-3,1%11,6%1,7%8,2%-2,7%-0,5%
OMX_Szwecja
0,630,860,850,581,00
8
3/31/201649017,359965,514385,06899,911365,726451508,34615,58876,216926,12-1,6%3,2%-1,6%-7,3%-3,6%26,6%5,9%7,7%10,9%1,5%
BUX_Wegry
0,680,560,570,680,441,00
9
4/30/201647641,9910038,974428,96916,041360,7126872503,17631,6951,1116801,55-4,4%3,9%-0,6%-5,7%-4,0%28,6%4,9%10,5%20,4%0,7%
OMXV_Litwa
0,600,570,490,630,500,521,00
10
5/31/201645844,1510262,744505,62893,761369,4826521,19515,27643,51904,3317184,73-8,0%6,2%1,1%-8,0%-3,3%26,9%7,4%12,6%14,5%3,0%
OMXR_Lotwa
0,350,270,230,330,210,230,431,00
11
6/30/201644748,539680,094237,48816,911323,5826325,6510,69620,68930,7716271,07-10,2%0,2%-4,9%-15,9%-6,6%26,0%6,4%8,6%17,9%-2,5%
RTS_Rosja
0,540,490,430,510,380,560,480,281,00
12
7/31/201646171,7210337,54439,81881,741386,6627628,17540,37637,7927,5717282,88-7,3%7,0%-0,3%-9,2%-2,1%32,2%12,6%11,6%17,5%3,6%
FTSE250_UK
0,710,820,840,780,750,590,660,330,401,00
13
8/31/201647935,110592,694438,22859,141418,1427969,24534,132639,928950,2517732,77-3,8%9,7%-0,4%-11,5%0,1%33,9%11,3%12,0%20,3%6,3%
14
9/30/201647084,9410511,024448,26863,581439,0827664,25543,582708,824990,8817871,42-5,5%8,8%-0,2%-11,1%1,6%32,4%13,3%24,1%25,5%7,1%
15
10/31/201649158,810665,014509,26921,781446,3529802,79555,579713,272988,7417544,24-1,3%10,4%1,2%-5,1%2,1%42,6%15,8%24,8%25,2%5,2%
16
11/30/201648618,6410640,34578,34881,221481,1430014,04557,195744,9481029,0517545,75-2,4%10,1%2,8%-9,3%4,5%43,6%16,1%30,4%30,3%5,2%
17
12/31/201651754,0311481,064862,31921,611517,232003,05558,496733,7691152,3318077,273,9%18,8%9,1%-5,1%7,1%53,2%16,4%28,4%45,9%8,4%
18
1/31/201755232,3211535,314748,9932,461536,7532481,29561,912756,9771164,1518147,7710,9%19,4%6,6%-4,0%8,5%55,5%17,1%32,5%47,4%8,8%
19
2/28/201758300,3711834,414858,58953,921570,1732061,33561,038740,5031099,4618770,7117,0%22,5%9,1%-1,8%10,8%53,4%16,9%29,6%39,2%12,5%
20
3/31/201757911,3112312,875122,51981,151587,6331634,26565,132770,3241113,7618971,8316,2%27,5%15,0%1,0%12,1%51,4%17,8%34,8%41,0%13,7%
21
4/30/201761644,5612438,015267,331007,871626,9932956,3579,734814,5521114,4319615,3623,7%28,8%18,2%3,8%14,8%57,7%20,8%42,6%41,1%17,6%
22
5/31/201760092,0712615,065283,631002,381639,1134551,9592,11851,4341053,319972,1720,6%30,6%18,6%3,2%15,7%65,4%23,4%49,0%33,4%19,7%
23
6/30/201761018,3612325,125120,68980,411602,5335205,42597,068970,2141000,9619340,1522,5%27,6%14,9%1,0%13,1%68,5%24,4%69,8%26,7%15,9%
24
7/31/201762595,7612118,255093,771009,041548,1935769,87625,767989,9841007,1419781,1425,6%25,4%14,3%3,9%9,3%71,2%30,4%73,3%27,5%18,6%
25
8/31/201764973,7612055,845085,591022,271546,8638092,26658,895992,4941095,8419803,5930,4%24,8%14,1%5,3%9,2%82,3%37,3%73,7%38,8%18,7%
26
9/30/201764289,6912828,865329,811045,171637,8237290,65641,835998,9091136,7519874,8229,0%32,8%19,6%7,6%15,6%78,5%33,8%74,8%43,9%19,1%
27
10/31/201764866,5713229,575503,291065,611671,6339611,64660,6711021,681113,4120227,8630,2%36,9%23,5%9,7%18,0%89,6%37,7%78,8%41,0%21,2%
28
11/30/201762440,3113023,985372,791059,271610,1138673,73660,1941052,781131,5619952,8925,3%34,8%20,6%9,1%13,6%85,1%37,6%84,2%43,3%19,6%
29
12/31/201763746,212917,645312,561078,161576,9439377,31653,292996,1331154,4320726,2627,9%33,7%19,2%11,0%11,3%88,5%36,2%74,3%46,2%24,2%
30
1/31/201866048,1713189,485481,931130,911593,1540188,51685,8511034,541282,3620243,632,6%36,5%23,0%16,5%12,4%92,3%42,9%81,1%62,4%21,3%
31
2/28/201861703,1812435,855320,491120,471583,3938112683,9491034,141285,4719687,2723,8%28,7%19,4%15,4%11,8%82,4%42,5%81,0%62,8%18,0%
32
3/31/201858377,4212096,735167,31123,891535,3537258,9702,2541046,181249,4119460,4717,2%25,2%16,0%15,7%8,4%78,3%46,4%83,1%58,2%16,6%
33
4/30/201859932,4612612,115520,51115,931570,7138295,72704,7021039,171153,9620285,0520,3%30,6%23,9%14,9%10,9%83,3%46,9%81,9%46,1%21,6%
34
5/31/201857282,7312604,895398,41076,11549,9435356,83711,1141058,171162,9820846,2615,0%30,5%21,2%10,8%9,4%69,2%48,2%85,2%47,3%25,0%
35
6/30/201855954,44123065323,531064,21558,8836127,71709,9491057,311154,1620830,9712,3%27,4%19,5%9,6%10,0%72,9%48,0%85,0%46,1%24,9%
36
7/31/201859964,4712805,55511,31092,341615,635742,06717,3261027,021173,0620877,8720,4%32,6%23,7%12,5%14,0%71,1%49,5%79,7%48,5%25,1%
37
8/31/201860201,0812364,065406,851072,881658,1637233,4700,304979,0061092,292068920,8%28,0%21,4%10,5%17,0%78,2%46,0%71,3%38,3%24,0%
38
9/30/201858974,7612246,735493,491101,921662,3637171,41689,267977,9091192,0420307,0418,4%26,8%23,3%13,5%17,3%77,9%43,7%71,1%50,9%21,7%
39
10/31/201855312,7111447,515093,441066,611538,2237155,21651,015952,6011126,2118917,6811,0%18,5%14,3%9,8%8,6%77,8%35,7%66,7%42,6%13,4%
40
11/30/201858203,3911257,245003,921068,651514,6340109642,981955,7411126,1418480,816,8%16,5%12,3%10,0%6,9%92,0%34,0%67,3%42,6%10,8%
41
12/31/201857690,510558,964730,69986,561408,7439138,95616,902929,0161066,1317502,0515,8%9,3%6,2%1,6%-0,6%87,3%28,6%62,6%35,0%4,9%
42
1/31/201960367,4211173,14992,721043,551515,4240855,56647,958989,7681214,4518711,7521,2%15,7%12,1%7,5%7,0%95,5%35,0%73,2%53,8%12,2%
43
2/28/201959903,711515,645240,531071,681572,6840333651,603992,5921188,2819181,3520,2%19,2%17,6%10,4%11,0%93,0%35,8%73,7%50,5%15,0%
44
3/31/201959668,0311526,045350,531074,391553,4241683,78655,284978,9851198,1119117,4919,8%19,3%20,1%10,6%9,6%99,5%36,6%71,3%51,7%14,6%
45
4/30/201960145,512344,085586,411068,721676,1442520,11682,7141026,531248,3919824,8120,7%27,8%25,4%10,1%18,3%103,5%42,3%79,7%58,1%18,8%
46
5/31/201957909,9511726,845207,631044,091510,4640904,12677,5831051,031287,0918970,2516,2%21,4%16,9%7,5%6,6%95,8%41,2%83,9%63,0%13,7%
47
6/30/201960187,4312398,85538,971041,731622,4340279,31665,8721021,81380,5219462,120,8%28,3%24,3%7,3%14,5%92,8%38,8%78,8%74,8%16,7%
48
7/31/201959670,612189,045518,91056,691599,7840767,6694,671038,951360,0419666,5219,8%26,2%23,9%8,8%12,9%95,1%44,8%81,8%72,2%17,9%
49
8/31/201956739,5311939,285480,481037,271576,9839794,12688,4411021,841293,3219393,6313,9%23,6%23,0%6,8%11,3%90,5%43,5%78,8%63,8%16,2%
50
9/30/201957320,312428,085677,791041,751647,6740601,18690,621028,481333,9119936,6715,0%28,6%27,4%7,3%16,3%94,3%43,9%80,0%68,9%19,5%
51
10/31/201957783,0212866,795729,861050,871733,6842159,58701,9021025,451422,9220021,516,0%33,2%28,6%8,2%22,4%101,8%46,3%79,5%80,2%20,0%
52
11/30/201957502,1413236,385905,171080,751730,2543704,85709,5921044,951438,4520812,615,4%37,0%32,5%11,3%22,1%109,2%47,9%82,9%82,1%24,8%
53
12/31/201957832,8813249,015978,061115,631771,8546082,82712,141036,151548,9221883,4216,1%37,1%34,2%14,9%25,1%120,6%48,4%81,3%96,1%31,2%
54
1/31/202056681,2712981,975806,341072,461783,2643072,08734,4131041,521517,0721143,4913,8%34,4%30,3%10,4%25,9%106,1%53,1%82,3%92,1%26,7%
55
2/29/202049276,5411890,355309,9977,111668,8440229,64688,0481013,651299,6919330,92-1,1%23,1%19,2%0,6%17,8%92,5%43,4%77,4%64,6%15,9%
56
3/31/202041624,629935,844396,12789,881482,4333134,87604,558904,4571014,4415101,13-16,5%2,9%-1,3%-18,7%4,6%58,6%26,0%58,3%28,5%-9,5%
57
4/30/20204611710861,644572,18873,171577,91735180,9695,0491006,61125,0316454,46-7,4%12,4%2,6%-10,1%11,4%68,4%44,9%76,2%42,5%-1,4%
58
5/31/202048127,6411586,854695,44895,521629,76435875,71721,5651030,5691219,7617042,96-3,4%19,9%5,4%-7,8%15,0%71,7%50,4%80,4%54,5%2,2%
59
6/30/202049569,1712310,934935,999181664,3835817,88737,7121052,7421212,6317119,16-0,5%27,4%10,8%-5,5%17,5%71,4%53,7%84,2%53,5%2,6%
60
7/31/202050468,1612313,364783,69882,671707,35134691,74777,8531058,0221234,4416932,651,3%27,5%7,4%-9,1%20,5%66,0%62,1%85,2%56,3%1,5%
61
8/31/202051629,4512945,384947,22903,491766,33134851,29785,561111,3981258,617788,333,6%34,0%11,0%-7,0%24,7%66,8%63,7%94,5%59,4%6,6%
62
9/30/202049411,5312760,734803,44868,331829,40532923,53778,371117,0441178,5117315,3-0,8%32,1%7,8%-10,6%29,1%57,6%62,2%95,5%49,2%3,8%
63
10/31/202044097,9811556,484594,24842,921717,62232279,17745,1541116,571066,617214,38-11,5%19,6%3,1%-13,2%21,2%54,5%55,3%95,4%35,1%3,2%
64
11/30/202052639,4513291,165518,55966,441917,54238782,16774,1211114,1091281,9719336,325,6%37,6%23,9%-0,5%35,3%85,6%61,3%95,0%62,3%15,9%
65
12/31/202057025,8413718,785551,411027,141874,7442107,57816,641136,341387,4620488,314,5%42,0%24,6%5,8%32,3%101,5%70,2%98,9%75,7%22,8%
66
1/31/202156978,6813432,875399,211017,361948,79343517,12862,4341165,721367,6420228,5814,4%39,1%21,2%4,8%37,5%108,3%79,7%104,0%73,2%21,3%
67
2/28/202156970,313786,295703,221057,62009,90543790,17850,9891171,091411,9320910,3714,3%42,7%28,0%8,9%41,9%109,6%77,4%105,0%78,8%25,3%
68
3/31/202158081,515008,346067,231090,52192,85744326,18848,8861110,7541477,1121518,7116,6%55,4%36,2%12,3%54,8%112,1%76,9%94,4%87,0%29,0%
69
4/30/202160810,5515135,916269,481100,252217,02343183,2883,1581146,7061485,0322497,3722,0%56,7%40,7%13,3%56,5%106,7%84,1%100,7%88,0%34,9%
70
5/31/202166284,7115421,136447,171162,712241,86846371,02938,2441178,171597,5422683,9533,0%59,6%44,7%19,7%58,2%121,9%95,5%106,2%102,3%36,0%
71
6/30/202166067,2115531,046507,831152,852263,13147238,09924,5021221,0141653,7822376,0232,6%60,8%46,1%18,7%59,7%126,1%92,7%113,7%109,4%34,1%
72
7/31/202167637,9515544,396612,761209,452369,89348610,95965,3151237,8931625,7622948,8335,8%60,9%48,4%24,5%67,3%132,7%101,2%116,6%105,9%37,6%
73
8/31/202170930,1515835,096680,181284,152351,24751969,671003,8491288,2371684,1624102,1942,4%63,9%49,9%32,2%65,9%148,7%109,2%125,5%113,3%44,5%
74
9/30/202170340,8615260,696520,011324,882259,17652854,65933,7191289,7761768,1223031,2941,2%58,0%46,3%36,4%59,4%153,0%94,6%125,7%123,9%38,1%
75
10/31/202173586,3215688,776830,341326,12290,85454197,71952,3911297,6251843,8323106,6147,7%62,4%53,3%36,6%61,7%159,4%98,5%127,1%133,5%38,5%
76
11/30/202167814,8915100,136721,161357,222241,66251464,6960,6831264,9721645,8122519,7236,1%56,3%50,9%39,8%58,2%146,3%100,2%121,4%108,4%35,0%
77
12/31/202169296,2615884,867153,031426,032419,73450720,71966,131274,21595,7623480,8139,1%64,4%60,6%46,8%70,8%142,8%101,4%123,0%102,1%40,7%
78
1/31/202267418,4115471,26999,21416,282290,15953442,24951,6831261,961435,2321926,6235,3%60,2%57,1%45,8%61,6%155,8%98,3%120,9%81,7%31,4%
79
2/28/202261141,3514461,026658,831353,412134,07343731,25897,7411198,219936,9421081,0522,7%49,7%49,5%39,4%50,6%109,3%87,1%109,7%18,6%26,4%
80
3/31/202264900,3614414,756659,871367,332095,17344726,28894,9811140,4321021,2821160,0730,3%49,2%49,5%40,8%47,9%114,1%86,5%99,6%29,3%26,8%
81
4/30/202257754,9814097,886533,771333,632058,89843469,84915,248950,1281081,5220708,7115,9%45,9%46,7%37,3%45,3%108,0%90,7%66,3%36,9%24,1%
82
5/31/202257432,2914388,356468,81309,882042,6439397922,241056,591208,1220417,9515,3%48,9%45,2%34,9%44,2%88,6%92,2%84,9%53,0%22,4%
83
6/30/202253573,4212783,775922,861251,751872,68239240,53890,61132,5761345,0118666,787,5%32,3%32,9%28,9%32,2%87,8%85,6%98,2%70,3%11,9%
84
7/31/202255007,3613484,056448,51233,562032,52741805,28900,2681139,4781129,2420164,910,4%39,6%44,7%27,0%43,4%100,1%87,6%99,4%43,0%20,9%
85
8/31/202250174,0912834,966125,11173,821920,23441877,22917,6751087,9931258,4519063,750,7%32,9%37,5%20,9%35,5%100,4%91,3%90,4%59,4%14,3%
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