S&P Correlations V WTI, Fed Funds, Yields, DXY, GDP

 

S &P Correlations

Most Interesting S & P Negative Vs GDP and WTI means movement in opposite directions

S&P Vs DXY Correlation = 91%, R2 =0.83

Bottom most Significant Averages for trend change 2300.342 Vs 92.44

S&P Vs GDP Correlations -0.45% R2 =0.21,

Bottom Most Significant averages for trend change 2300.342 Vs 2.207

S&P Vs 2Y Correlations 96% R2 =92%

Bottom Most Significant averages for trend change 2300.342 Vs 1.437

S&P Vs WTI Correlations Correlations -78% R2 =0.01

Significant Averages 2300.342 vs 63.71

S& P Vs 10Y Correlations 63% R2 0.39

Significant Averages 2300.342 Vs 2.38

S&P Vs Fed Funds 94% R2 Vs R2 0.88

Bottom Most Significant Averages 2300.342 Vs 0.98

 

Brian Twomey