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Stock Correlation Matrix Calculator

Use the Stock Correlation Matrix Calculator to compute the correlation coefficients using closing prices for up to five stocks, indices, exchange-trade funds or mutual funds that are listed at Yahoo! Finance.

Simply enter any five symbols recognized by Yahoo! Finance 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 Quote Symbol: (Lookup) (Index Symbols)
Stock 2 Quote Symbol:
Stock 3 Quote Symbol:
Stock 4 Quote Symbol:
Stock 5 Quote Symbol:
Price Series Interval:    Daily    Weekly    Monthly 
Date Info:
Start Date:
End Date:
All prices from Yahoo! Finance are adjusted for splits and dividends. Calculator does not check for invalid and unsupported symbols.

See Stock Correlation Calculator to do correlations for two stocks.

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