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Excel/VBA expert since Sep 1997 (21 years 2 months)

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1 Q & A posts tagged with correlation

Sun
Apr 26
2009

How to calculate expected return and correlation coefficients in excel?

Hi everybody. Someone have any idea how to calculate and what excel formula i have to use to find the expected return and correlation coefficients if I have the following data:

Date Open High Low Close Avg Vol Adj Close*
1 868 872 827 866 7083169900 866
2 855 876 836 870 6839301900 870
3 840 857 815 857 6226187600 857
4 809 846 780 843 6286869900 843
5 772 833 772 816 6952819900 816


Answer

The CORREL function will give you the correlation coefficients, like this
=CORREL( A1:A5,B1:B5)
To find it between the two arrays A1:A5 and B1:B5

VBAXLMan

Sunday 4/26/2009 5:38:15 AM

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