Samples: Market Close price from 25/01/2012 to 14/4/2012
Correlation definition: Correlation quantifies the extent to which two quantitative variables, X and Y, “go together.” When high values of Xare associated with high values of Y, a positive correlation exists. When high values of X are associated with lowvalues of Y, a negative correlation exists.
Interpretation of Correlation Coefficient: The correlation coefficient ranges from −1 to 1. A value of 1 implies that a linear equation describes the relationship between X and Y perfectly, with all data points lying on a line for which Y increases as X increases. A value of −1 implies that all data points lie on a line for which Y decreases as X increases.
Result :
| Correlation (USD/YEN : HSI) | = | 0.815556989 | = Strong Positive Correlation | ||
| Correlation (USD/EUR : HSI) | = | 0.283697423 | = Weak Positive Correlation | ||
| Correlation (USD/HKD: HSI) | = | 0.392802256= | Weak Positive Correlation |
Conclusion
There are strong positive correlation between USD/YEN to HSI from 25/01/2012 to 14/4/2012, while USD/HKD is weak positive correlation.
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