How to know if two stocks move togheter?

Posted by Damiano on Stack Overflow See other posts from Stack Overflow or by Damiano
Published on 2010-05-26T14:28:36Z Indexed on 2010/05/26 14:31 UTC
Read the original article Hit count: 489

Filed under:
|

Hello,

I have two stocks with their prices, example:

STOCK1:

10.56

11.23

12.32

8.90

STOCK2:

1.26

5.80

3.26

10.3

I only found Pearson correlation, but, is there another method to know if two stocks move togheter? (esample: co-integration??)

Thank you so much!

© Stack Overflow or respective owner

Related posts about math

Related posts about statistics