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FinanceStudyGroup

FinanceStudyGroup

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Correlation Matrix of Industry ETFs
Correlation Matrix of SPDR ETFs.
Correlation Matrix of Commodity / Real Asset ETFs
Correlation Matrix of SPDR ETFs.
Correlation Matrix of Sector, Industry, and Commodity ETFs
Correlation Matrix of SPDR ETFs.
Year to Date Yield Surface on Japanese Bonds
Year to date surface plot of the time series of the Japanese yield curve.
Year to Date Yield Surface on French Bonds
Year to date surface plot of the time series of the French yield curve.
Year to Date Yield Surface on Irish Bonds
Year to date surface plot of the time series of the Irish yield curve.
Year to Date Yield Surface on Brazilian Bonds
Year to date surface plot of the time series of the Brazilian yield curve.
Year to Date Yield Surface on Bangladeshi Bonds
Year to date surface plot of the time series of the Bangladeshi yield curve.
Year to Date Yield Surface on Canadian Bonds
Year to date surface plot of the time series of the Canadian yield curve.
Beta.SPX.2Y.w.EW
2-year weekly beta of EW, with respect to the S&P 500.
Beta.SPX.2Y.w.A
2-year weekly beta of A, with respect to the S&P 500.
Beta.SPX.2Y.w.REGN
2-year weekly beta of REGN, with respect to the S&P 500.
Beta.SPX.2Y.w.UHS
2-year weekly beta of UHS, with respect to the S&P 500.
Beta.SPX.2Y.w.MRK
2-year weekly beta of MRK, with respect to the S&P 500.
Beta.SPX.2Y.w.VAR
2-year weekly beta of VAR, with respect to the S&P 500.
Beta.SPX.2Y.w.XRAY
2-year weekly beta of XRAY, with respect to the S&P 500.
Beta.SPX.2Y.w.BMY
2-year weekly beta of BMY, with respect to the S&P 500.
Beta.SPX.2Y.w.ABBV
2-year weekly beta of ABBV, with respect to the S&P 500.
Beta.SPX.2Y.w.JNJ
2-year weekly beta of JNJ, with respect to the S&P 500.
Beta.SPX.2Y.w.ABT
2-year weekly beta of ABT, with respect to the S&P 500.
Beta.SPX.2Y.w.LLY
2-year weekly beta of LLY, with respect to the S&P 500.
Beta.SPX.2Y.w.ANTM
2-year weekly beta of ANTM, with respect to the S&P 500.
Beta.SPX.2Y.w.ISRG
2-year weekly beta of ISRG, with respect to the S&P 500.
Beta.SPX.2Y.w.BIIB
2-year weekly beta of BIIB, with respect to the S&P 500. https://github.com/FinanceStudyGroup/iBeta.R
Year to Date Yield Surface on US Bonds
Year to date surface plot of the time series of the US yield curve.
Year to Date Yield Surface on UK Bonds
Year to date surface plot of the time series of the UK's yield curve.
Year to Date Yield Surface on Australian Bonds
Year to date surface plot of the time series of Australia's yield curve.
Recent Patterns in the S&P 500 and VIX
Cumulative returns on the S&P 500 and VIX since 01/03/2007, displaying the characteristic inverse relationship between the two.
Returns on SPX vs. Industry ETFs
Cumulative returns on selected industry ETFs vs. the performance of the S&P 500 (SPX).
Recent Changes in US Bond Yields
Percent changes in bond yields.
Returns on Commodity/Real Asset ETFs
Recent cumulative returns on selected commodity/real asset ETFs.
Returns on Sector ETFs
Recent cumulative returns on selected sector ETFs.
Market Rate of Return and Equity Risk Premium
Equity risk premium, as plotted in Plotly. Earnings forecasts sourced from Damodaran's work on the ERP.