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Covariance Matrix

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PharmPhreak   Sunday, 05/08/11 02:47:05 PM
Re: PharmPhreak post# 57
Post # of 59 
Covariance Matrix
CYOU PNRA EXPE CBT PRGX NMRX CROX ININ APKT BRKR
CYOU 0.139% -0.002% 0.015% 0.030% 0.009% 0.020% 0.027% 0.020% -0.005% 0.012%
PNRA -0.002% 0.059% -0.043% 0.007% 0.012% 0.014% 0.011% 0.015% -0.015% -0.003%
EXPE 0.015% -0.043% 0.094% 0.007% -0.016% -0.001% 0.010% 0.008% -0.011% 0.008%
CBT 0.030% 0.007% 0.007% 0.041% 0.006% 0.014% 0.020% 0.025% 0.002% 0.003%
PRGX 0.009% 0.012% -0.016% 0.006% 0.044% -0.002% 0.007% 0.011% 0.033% 0.001%
NMRX 0.020% 0.014% -0.001% 0.014% -0.002% 0.071% 0.007% 0.020% -0.014% -0.004%
CROX 0.027% 0.011% 0.010% 0.020% 0.007% 0.007% 0.053% 0.027% -0.016% 0.008%
ININ 0.020% 0.015% 0.008% 0.025% 0.011% 0.020% 0.027% 0.058% -0.005% -0.003%
APKT -0.005% -0.015% -0.011% 0.002% 0.033% -0.014% -0.016% -0.005% 0.160% 0.017%
BRKR 0.012% -0.003% 0.008% 0.003% 0.001% -0.004% 0.008% -0.003% 0.017% 0.027%

Correlation Matrix
CYOU PNRA EXPE CBT PRGX NMRX CROX ININ APKT BRKR
CYOU 1.0000 -0.0241 0.1319 0.3997 0.1141 0.1972 0.3162 0.2205 -0.0318 0.1932
PNRA -0.0241 1.0000 -0.5725 0.1357 0.2368 0.2184 0.1899 0.2526 -0.1517 -0.0841
EXPE 0.1319 -0.5725 1.0000 0.1106 -0.2414 -0.0068 0.1375 0.1051 -0.0908 0.1648
CBT 0.3997 0.1357 0.1106 1.0000 0.1452 0.2565 0.4208 0.5209 0.0229 0.0775
PRGX 0.1141 0.2368 -0.2414 0.1452 1.0000 -0.0385 0.1406 0.2082 0.3954 0.0337
NMRX 0.1972 0.2184 -0.0068 0.2565 -0.0385 1.0000 0.1200 0.3191 -0.1356 -0.0981
CROX 0.3162 0.1899 0.1375 0.4208 0.1406 0.1200 1.0000 0.4829 -0.1728 0.2199
ININ 0.2205 0.2526 0.1051 0.5209 0.2082 0.3191 0.4829 1.0000 -0.0567 -0.0693
APKT -0.0318 -0.1517 -0.0908 0.0229 0.3954 -0.1356 -0.1728 -0.0567 1.0000 0.2587
BRKR 0.1932 -0.0841 0.1648 0.0775 0.0337 -0.0981 0.2199 -0.0693 0.2587 1.0000


     “there are always a few bad apples.” - Blagojevich
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