Excel tutorial: calculating covariance and correlation of stock returns

[@abdisamichirsi1638]

HI THERE, I WAS ACTUALLY WORRIED ABOUT A PROECT OF THE SAME BUT AFTER WATCHING YOUR VIDEO I MUST CONFESS IT IS MORE THAN USEFULL AND AM GLAD. THANK YOU SIR. KEEP THE GOOD WORK

[@antonioromero878]

This popped up randomly on my youtube recommended and I have no regrets.

[@KerouacsAccomplice]

they're listening lol

[@terrysedmak7298]

Excellent demonstration of calculating covariance and correlation of stocks. I'm working on something right now and this was very helpful. Keep the tutorials coming, they do help us.

[@JayHennigan]

You have saved me a world of pain. I leaned a lot, thank you!

[@NircAgis]

Yoooo, youre a life saver man. Haha. Now i dont have to manually go thru all operations and just use the function.

[@jaygandhi778]

can we find covariance for 3 companies??

[@arinayahya8884]

hi sir, whats the difference of using the formula var and varp?

[@pojungchiang5956]

Shouldn't you be calculating the "sample" variance and covariance since you selected a specific return period?

[@sandraarmanious4913]

is it possible to leave the last price for the last date? won't it make a difference in the variance and the correlation?

[@JenJen-sf5hg]

Hi Why are you using straight ave instead of geo ave? I thought we were supposed to use geo ave for this purpose. Thank you!

[@dollybegum9146]

Can you please let me know that, how to find the adjusted closing price if it's not given in the website?

[@jamesdgrafton]

Subtract any dividends from the closing price. Adjusted closing is accounting for dividends.

[@gauravmohan9271]

thank you so much brother. keep growing

[@bigjayfitness]

your a boss broski - you always remember that.

[@muhammadumarnazirchishti5155]

KINDLY WILL YOU PLEASE APPLY MERTON MODEL ON THESE ....

[@jerrylewis4157]

i just cant wrap my head around that variance calculation. still dont understand what it really symbolises.

[@LM-he7eb]

HOW SPREAD OT THE OBSERVATION ARE FROM THE MEAN

[@SIDESHOW467]

This is EXACTLY what I needed help with.

[@ajayjcd]

hello sir,thanks for your sharing,have you had shared further videos on fundamental analysis, i mean how to take marrket return=rm,and risk free rate and beta to apply capm formula for identifying the intrinsic value of a stock?

[@scottjeffery7297]

Outstanding presentation!!!! Thank you.

[@manishathakur2628]

What if we have to compare 3 companies?

[@ladakhdiaries..3577]

how did u put square in that diff- squad...?

[@27naysen]

frr merci d'avoir aidé young fresne, c qui young fresne ? hey les gars vous le connaissez ? bref merci beaucoup il comprenait rien mais grace a vous il va avoir la moyenne cimer le reuf....

[@leharjain6718]

Hello sir, nice lecture.
Just wanted to understand, why we have done minus 1 while calculating daily returns

[@jessicanav6064]

Very helpful and clear explanation! Thanks.

[@assematalla8740]

Will the covariance change if we replace array 1 with 2?how do i know which one is first?

[@seemasingh-vf7py]

but correlation is supposed to be between -1 and +1. please explain this 40% correlation

[@youtubeuser2195]

40% = 0.4

[@manishathakur2628]

Thank you sir.. it was really helpful.

[@dbsk06]

so helpful - can you provide the excels for downlaod so we can do this along with you ? think that would help with subscribers

[@JfTalbot23]

Hi do you offer 1 on 1 tutoring?

[@Im_Am25]

Hi! Is there a way to do the same thing in R studio instead of excel? thanks!

[@Hobbytopassion_ManishJain]

Having done so far, what next to enter into the pair trade?

[@soeralecha]

Thank you for simplifying this

[@crni5]

How can one calculate Pearsons correlation between a prior year value with current year value?

[@danielg5085]

Excellent video. However the presenter is wrong when he says that he calculates the returns for the entire year. He excludes January - that's why there are only 11 monthly return cells

[@himanshumahajan9882]

The importance here isn't in the WHAT but HOW he calculated the coVAR and coREL using the formulas. You can make your own table and try it out

[@xj1471]

looking at those stock prices in 2021 makes me cry

[@swetapatra]

But how can we make correlation a percentage number

[@menisa4869]

what the difference using this calculate return and using ln

[@surbhikumari7401]

Thanks, it is really helpful.

[@dheerajkhetan4461]

Wonderful, an eye opener

[@jessinvests]

You're amazing, great help. Thank you so much!

[@varshabaskaran438]

when rs 100 is invested how to do that from returns

[@sisilvarghese5240]

That Was Very helpful, Thanks !!!

[@0069yj]

What Covariance use for?

[@richardgordon]

Brilliant! Many thanks. Much appreicated!

[@KhoaTran-le1ot]

Thank you for sharing this !!

[@stanko4333]

what kind of a formula for return is that man. Shouldnt you calculate it with HPR so (new price - old price) / old price

[@alexnhim0421]

Thanks for this upload.

[@prashanperera9154]

legend bro !
thank you !

[@The-Innovators.]

great .....thanks its really helpful

[@Unsanskarinaari]

Extremly helpful👏

[@arwaalzaeem1157]

you are the BEST

[@Unknown-km1pt]

Thankyou very much sir

[@erickim2037]

why minuse 1

[@abebeendale554]

IS VERY HELPFUL

[@fransiska2501]

Thank you so much

[@themahliman8984]

Thanks Codible!

[@shadmankhan1969]

THANK YOU SO MUCH

[@sulochanavijerathna9600]

Thanks

[@supremecooler]

Thank you

[@caribbeanqueen1389]

Thanks dude!

[@VAPOURprod]

thank you !

[@DanishSiddiquidelhi]

awesome...

[@investwithvincent6329]

you left out how to calculate covariance manually

[@battery0631]

awesome

[@bohu5805]

awsome ~

[@mohamadasyraf4724]

You fucking legend I love you

[@paulagro9914]

MERCII OMG

[@claudiodibernardino8327]

bravo!!!

[@MosesTheExplorer]

Thanks :D

[@alexiqbal3578]

Legend.

[@tanmaythakur6172]

bhau tuch bhari mard ahes tu mard

[@ahmedmo5358]

Hello Everyone, I want to know more the this is anyone out there who can teach me on how to calculate the indexes and its associated constituents. Please help me!

[@merjenorazmammedova6516]

Thank you so much for the video!