Índice industrial médio Dow Jones
Atualizado

Concerning Dow Jones Correlations

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Several correlations that I track are at rather concerning levels. All of these markets moving together could result in a negative feedback loop.

The DJI 20-day correlation coefficients included are: DJ China, DJ Europe, DJ Japan, junk bonds, US WTI oil, DJ US real estate, and gold. Included for experimental observations are: VIX and SPX put/call ratio.
Nota
This is still looking rather concerning. Gold and the Japanese DOW are less correlated but other relationships are mostly unchanged. Taking a guess at why, both of these are viewed as safe havens.

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Nota
Still very high correlations for most assets on this chart. Gold has been trading independently recently.
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Nota
Still very high while we are headed into peak earnings season.
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Aviso legal

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