Tag Archives: correlation

Bad News for Beta – Stock Correlations Soar

Posted on September 13, 2011 by J.Wenger

From the desk of Tyler Durden over at Zero Hedge: …look at the correlations between the 10 industry sectors of the S&P 500. At 97.2% average correlation, U.S. stocks are moving in lock step to a degree we haven’t seen … Continue reading →

Posted in Current Events, Historical Data, Investing, Other Blogs | Tagged , , , , | 1 Comment

Why Low-Beta Strategies are Worth Another Look (via Portfolio Investing Blog: Portfolioist)

Posted on September 2, 2011 by J.Wenger

Just last month Geoff Considine wrote an article about why investors may want to explore low beta strategies in a  highly volatile market.  Here at the Portfolioist, we thought we’d re-post the article in reponse to this week’s  wild ride … Continue reading →

Posted in Investing, Other Blogs | Tagged , , , , | Comments Off on Why Low-Beta Strategies are Worth Another Look (via Portfolio Investing Blog: Portfolioist)