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Seite erstellt am 17-Oct-2005
Datenbasis: XETRA-DAX vom 01-Jan-2002 bis 17-Oct-2005 (959 Kurse je Aktie)
Copyright by Stefan Güttel, www.guettel.com



Erläuterung

Die Korreliertheit zweier Zufallsgrößen ist eine Zahl zwischen -1 und +1, welche den 'Grad und die Richtung der linearen Abhängigkeit' beider Größen angibt. Stochastisch unabhängige Zufallsgrößen haben einen Korrelationskoeffizienten von 0, die Umkehrung ist im Allgemeinen falsch.



Korrelationstabelle 30 Handelstage bis heute

Adidas-SalAllianzAltanaBASFBayerHypobankBMWCombankContiDaimler-ChrDt.BankDt.BörseLufthansaDt.PostDt.TeleEONFreseniusHenkelInfineonLindeMANMetroMünchRückRWESAPScheringSiemensThyssenKTUIVW
Adidas-Sal0.8530.2150.644-0.014-0.4430.5060.2670.4990.2490.4970.5550.8630.0460.351-0.3010.869-0.5220.5170.284-0.569-0.1940.840-0.5600.2370.4740.0470.6710.0550.139Adidas-Sal
Allianz0.8530.2250.8260.209-0.2330.7510.6170.7290.5620.7260.7820.806-0.0610.203-0.3700.817-0.5800.7040.323-0.435-0.0510.965-0.5040.4590.4880.2500.8440.1180.412Allianz
Altana0.2150.2250.4470.461-0.0290.2910.3570.3200.3750.4710.2720.2310.6690.4990.604-0.0420.1900.3050.5800.4990.3660.1310.4940.3550.8480.4780.1160.7460.066Altana
BASF0.6440.8260.4470.465-0.2110.8690.6390.9180.7670.8770.8550.6690.0690.097-0.2550.593-0.4770.8870.319-0.1370.1120.795-0.3080.6830.6610.5820.8810.1560.619BASF
Bayer-0.0140.2090.4610.4650.5650.3160.4940.5310.4470.6800.3100.1770.5100.3310.377-0.1540.3920.5630.6840.6090.7110.1950.4920.8540.5080.8790.1390.4300.122Bayer
Hypobank-0.443-0.233-0.029-0.2110.565-0.1770.239-0.0470.0450.083-0.105-0.2090.1390.2210.403-0.5150.671-0.1010.4280.6280.706-0.1630.6040.422-0.0800.423-0.4320.295-0.218Hypobank
BMW0.5060.7510.2910.8690.316-0.1770.7910.8880.8990.7790.8890.433-0.115-0.204-0.3660.530-0.6510.6920.055-0.1960.0030.686-0.3470.4930.4510.4320.8780.0590.851BMW
Combank0.2670.6170.3570.6390.4940.2390.7910.7060.8440.7340.7890.2600.073-0.066-0.0940.206-0.2850.4960.3160.1630.2570.5360.0230.5450.4510.4680.5820.2570.668Combank
Conti0.4990.7290.3200.9180.531-0.0470.8880.7060.8310.8700.9050.5630.059-0.072-0.2840.518-0.4610.8130.230-0.0630.2210.718-0.2580.7010.5110.5810.8360.0380.728Conti
Daimler-Chr0.2490.5620.3750.7670.4470.0450.8990.8440.8310.7390.8320.221-0.021-0.177-0.1540.224-0.3970.5530.1230.1020.2530.512-0.0420.5530.4510.5560.6850.2250.821Daimler-Chr
Dt.Bank0.4970.7260.4710.8770.6800.0830.7790.7340.8700.7390.7730.5870.2460.161-0.1160.420-0.2390.8470.5360.1440.3020.691-0.0730.8080.6650.7320.7180.2490.521Dt.Bank
Dt.Börse0.5550.7820.2720.8550.310-0.1050.8890.7890.9050.8320.7730.581-0.074-0.143-0.4010.558-0.5470.6870.166-0.1600.0870.770-0.3690.5290.4840.3540.844-0.0310.754Dt.Börse
Lufthansa0.8630.8060.2310.6690.177-0.2090.4330.2600.5630.2210.5870.5810.0980.370-0.2780.766-0.3370.6570.441-0.3630.0230.854-0.4710.4210.4800.1750.6120.0350.095Lufthansa
Dt.Post0.046-0.0610.6690.0690.5100.139-0.1150.0730.059-0.0210.246-0.0740.0980.5350.708-0.2200.4510.0430.6210.5750.338-0.1490.6010.2270.5420.342-0.1890.588-0.273Dt.Post
Dt.Tele0.3510.2030.4990.0970.3310.221-0.204-0.066-0.072-0.1770.161-0.1430.3700.5350.6580.0790.4240.0880.6930.1960.4110.2150.4230.2930.5050.322-0.2010.654-0.562Dt.Tele
EON-0.301-0.3700.604-0.2550.3770.403-0.366-0.094-0.284-0.154-0.116-0.401-0.2780.7080.658-0.5570.705-0.2880.4750.6890.521-0.4150.9110.0820.3270.295-0.6030.761-0.485EON
Fresenius0.8690.817-0.0420.593-0.154-0.5150.5300.2060.5180.2240.4200.5580.766-0.2200.079-0.557-0.7490.4820.021-0.767-0.3570.816-0.7640.1160.203-0.1090.752-0.2280.290Fresenius
Henkel-0.522-0.5800.190-0.4770.3920.671-0.651-0.285-0.461-0.397-0.239-0.547-0.3370.4510.4240.705-0.749-0.3090.4740.7740.626-0.5220.8010.1760.0270.277-0.7760.421-0.680Henkel
Infineon0.5170.7040.3050.8870.563-0.1010.6920.4960.8130.5530.8470.6870.6570.0430.088-0.2880.482-0.3090.372-0.0590.1620.711-0.2970.7700.5660.6600.7660.0150.463Infineon
Linde0.2840.3230.5800.3190.6840.4280.0550.3160.2300.1230.5360.1660.4410.6210.6930.4750.0210.4740.3720.4920.6010.2990.4140.5850.6080.556-0.0070.584-0.302Linde
MAN-0.569-0.4350.499-0.1370.6090.628-0.1960.163-0.0630.1020.144-0.160-0.3630.5750.1960.689-0.7670.774-0.0590.4920.666-0.4530.8710.3620.2720.517-0.4620.524-0.165MAN
Metro-0.194-0.0510.3660.1120.7110.7060.0030.2570.2210.2530.3020.0870.0230.3380.4110.521-0.3570.6260.1620.6010.666-0.0060.6500.6290.2740.666-0.2170.484-0.104Metro
MünchRück0.8400.9650.1310.7950.195-0.1630.6860.5360.7180.5120.6910.7700.854-0.1490.215-0.4150.816-0.5220.7110.299-0.453-0.006-0.5350.5030.4300.2670.8070.0560.342MünchRück
RWE-0.560-0.5040.494-0.3080.4920.604-0.3470.023-0.258-0.042-0.073-0.369-0.4710.6010.4230.911-0.7640.801-0.2970.4140.8710.650-0.5350.1780.2240.403-0.6430.663-0.348RWE
SAP0.2370.4590.3550.6830.8540.4220.4930.5450.7010.5530.8080.5290.4210.2270.2930.0820.1160.1760.7700.5850.3620.6290.5030.1780.4910.9040.4090.2890.249SAP
Schering0.4740.4880.8480.6610.508-0.0800.4510.4510.5110.4510.6650.4840.4800.5420.5050.3270.2030.0270.5660.6080.2720.2740.4300.2240.4910.5550.3870.5640.159Schering
Siemens0.0470.2500.4780.5820.8790.4230.4320.4680.5810.5560.7320.3540.1750.3420.3220.295-0.1090.2770.6600.5560.5170.6660.2670.4030.9040.5550.2660.4450.229Siemens
ThyssenK0.6710.8440.1160.8810.139-0.4320.8780.5820.8360.6850.7180.8440.612-0.189-0.201-0.6030.752-0.7760.766-0.007-0.462-0.2170.807-0.6430.4090.3870.266-0.1450.734ThyssenK
TUI0.0550.1180.7460.1560.4300.2950.0590.2570.0380.2250.249-0.0310.0350.5880.6540.761-0.2280.4210.0150.5840.5240.4840.0560.6630.2890.5640.445-0.145-0.238TUI
VW0.1390.4120.0660.6190.122-0.2180.8510.6680.7280.8210.5210.7540.095-0.273-0.562-0.4850.290-0.6800.463-0.302-0.165-0.1040.342-0.3480.2490.1590.2290.734-0.238VW



Korrelationstabelle 150 Handelstage bis heute

Adidas-SalAllianzAltanaBASFBayerHypobankBMWCombankContiDaimler-ChrDt.BankDt.BörseLufthansaDt.PostDt.TeleEONFreseniusHenkelInfineonLindeMANMetroMünchRückRWESAPScheringSiemensThyssenKTUIVW
Adidas-Sal0.736-0.6440.7430.9140.8890.8150.7200.6440.7430.6100.8130.1520.7760.4400.8900.8330.8330.8120.8510.660-0.0730.5690.9120.9070.0070.7060.319-0.0320.783Adidas-Sal
Allianz0.736-0.3090.9260.8250.8050.6730.8990.8900.9490.9260.9050.7040.6740.4620.8000.8610.5890.7410.8550.889-0.0680.8670.7250.5970.1680.7550.822-0.3500.924Allianz
Altana-0.644-0.309-0.308-0.488-0.542-0.686-0.230-0.180-0.305-0.240-0.4680.193-0.330-0.344-0.518-0.483-0.455-0.626-0.395-0.1970.311-0.199-0.615-0.7470.137-0.4020.075-0.180-0.412Altana
BASF0.7430.926-0.3080.8870.8250.7820.8740.8880.9050.9230.8790.6340.6250.3810.8000.8930.6320.8140.8910.8760.0010.8280.7690.6810.1520.8300.821-0.3410.936BASF
Bayer0.9140.825-0.4880.8870.9220.8110.8480.7820.8540.7880.8900.3540.7510.3710.9220.8960.8650.8230.9550.833-0.0680.6380.9260.8660.0620.7920.533-0.2370.895Bayer
Hypobank0.8890.805-0.5420.8250.9220.7940.8930.7620.8550.7580.9100.3280.7110.3110.9560.9330.7990.7930.9210.824-0.1130.5690.9430.874-0.0530.7280.476-0.2880.878Hypobank
BMW0.8150.673-0.6860.7820.8110.7940.6090.6100.6420.6320.7320.1960.6060.4580.7730.7870.6710.9280.7460.5790.0020.6280.8460.881-0.0370.8400.4040.0650.774BMW
Combank0.7200.899-0.2300.8740.8480.8930.6090.8840.9370.8930.9290.5970.6540.2560.8700.8950.6520.6600.9070.943-0.0760.6500.7890.6300.0440.6710.722-0.5210.914Combank
Conti0.6440.890-0.1800.8880.7820.7620.6100.8840.8990.9290.8780.6700.6720.4570.7710.8290.5930.6940.7850.9070.1270.7520.6900.5050.0620.7280.804-0.4140.896Conti
Daimler-Chr0.7430.949-0.3050.9050.8540.8550.6420.9370.8990.9080.9290.6380.6970.3990.8460.8780.6540.7040.8900.939-0.1080.7570.7660.6200.0930.7070.773-0.4110.949Daimler-Chr
Dt.Bank0.6100.926-0.2400.9230.7880.7580.6320.8930.9290.9080.9030.7220.5500.3950.7500.8510.5240.7160.8130.916-0.0500.7920.6820.5220.1390.7490.874-0.4880.919Dt.Bank
Dt.Börse0.8130.905-0.4680.8790.8900.9100.7320.9290.8780.9290.9030.4800.6660.3830.8980.9470.6900.7640.8960.888-0.1470.6590.8510.7340.0230.7000.663-0.4230.952Dt.Börse
Lufthansa0.1520.7040.1930.6340.3540.3280.1960.5970.6700.6380.7220.4800.2750.2580.3120.4550.1630.3430.4620.6590.0480.6840.1770.0240.2090.4690.871-0.4200.561Lufthansa
Dt.Post0.7760.674-0.3300.6250.7510.7110.6060.6540.6720.6970.5500.6660.2750.6850.8150.5940.8060.6710.7240.7000.2640.6130.7810.6120.0310.7280.3410.1510.654Dt.Post
Dt.Tele0.4400.462-0.3440.3810.3710.3110.4580.2560.4570.3990.3950.3830.2580.6850.4490.2760.4260.5600.2890.3800.3500.6280.4370.2730.1040.6340.2770.4690.374Dt.Tele
EON0.8900.800-0.5180.8000.9220.9560.7730.8700.7710.8460.7500.8980.3120.8150.4490.8770.8600.7800.9170.850-0.0670.5810.9710.8440.0060.7590.445-0.2080.850EON
Fresenius0.8330.861-0.4830.8930.8960.9330.7870.8950.8290.8780.8510.9470.4550.5940.2760.8770.6800.7930.8980.823-0.1790.6250.8440.798-0.0090.7010.635-0.4190.927Fresenius
Henkel0.8330.589-0.4550.6320.8650.7990.6710.6520.5930.6540.5240.6900.1630.8060.4260.8600.6800.6920.8280.6930.0220.4160.8650.792-0.0440.6760.232-0.0280.662Henkel
Infineon0.8120.741-0.6260.8140.8230.7930.9280.6600.6940.7040.7160.7640.3430.6710.5600.7800.7930.6920.7640.6680.0770.7110.8150.8260.0360.8900.4860.0450.798Infineon
Linde0.8510.855-0.3950.8910.9550.9210.7460.9070.7850.8900.8130.8960.4620.7240.2890.9170.8980.8280.7640.889-0.0980.6420.8890.7990.0600.7540.599-0.3530.888Linde
MAN0.6600.889-0.1970.8760.8330.8240.5790.9430.9070.9390.9160.8880.6590.7000.3800.8500.8230.6930.6680.889-0.0200.6980.7600.5570.1080.7270.766-0.4570.891MAN
Metro-0.073-0.0680.3110.001-0.068-0.1130.002-0.0760.127-0.108-0.050-0.1470.0480.2640.350-0.067-0.1790.0220.077-0.098-0.0200.198-0.027-0.2040.1120.258-0.0160.426-0.136Metro
MünchRück0.5690.867-0.1990.8280.6380.5690.6280.6500.7520.7570.7920.6590.6840.6130.6280.5810.6250.4160.7110.6420.6980.1980.5430.4130.3180.8260.795-0.0170.730MünchRück
RWE0.9120.725-0.6150.7690.9260.9430.8460.7890.6900.7660.6820.8510.1770.7810.4370.9710.8440.8650.8150.8890.760-0.0270.5430.909-0.0160.7820.342-0.0970.810RWE
SAP0.9070.597-0.7470.6810.8660.8740.8810.6300.5050.6200.5220.7340.0240.6120.2730.8440.7980.7920.8260.7990.557-0.2040.4130.909-0.1040.6700.195-0.0480.718SAP
Schering0.0070.1680.1370.1520.062-0.053-0.0370.0440.0620.0930.1390.0230.2090.0310.1040.006-0.009-0.0440.0360.0600.1080.1120.318-0.016-0.1040.1720.2120.0900.030Schering
Siemens0.7060.755-0.4020.8300.7920.7280.8400.6710.7280.7070.7490.7000.4690.7280.6340.7590.7010.6760.8900.7540.7270.2580.8260.7820.6700.1720.5890.1050.762Siemens
ThyssenK0.3190.8220.0750.8210.5330.4760.4040.7220.8040.7730.8740.6630.8710.3410.2770.4450.6350.2320.4860.5990.766-0.0160.7950.3420.1950.2120.589-0.4880.758ThyssenK
TUI-0.032-0.350-0.180-0.341-0.237-0.2880.065-0.521-0.414-0.411-0.488-0.423-0.4200.1510.469-0.208-0.419-0.0280.045-0.353-0.4570.426-0.017-0.097-0.0480.0900.105-0.488-0.400TUI
VW0.7830.924-0.4120.9360.8950.8780.7740.9140.8960.9490.9190.9520.5610.6540.3740.8500.9270.6620.7980.8880.891-0.1360.7300.8100.7180.0300.7620.758-0.400VW



Korrelationstabelle vom 01.01.2003 bis heute

Adidas-SalAllianzAltanaBASFBayerHypobankBMWCombankContiDaimler-ChrDt.BankDt.BörseLufthansaDt.PostDt.TeleEONFreseniusHenkelInfineonLindeMANMetroMünchRückRWESAPScheringSiemensThyssenKTUIVW
Adidas-Sal-0.188-0.2830.8900.2590.0030.0830.5870.9550.0130.4750.791-0.2340.7570.5450.8880.7320.611-0.3650.7120.8640.699-0.3640.8190.5020.2000.4500.4900.024-0.160Adidas-Sal
Allianz-0.1880.6600.1350.8730.9510.7980.496-0.2740.8720.5590.0520.8370.0560.2620.1680.2710.3830.9090.4730.1150.2390.9670.3150.4000.7960.5630.5320.9350.862Allianz
Altana-0.2830.660-0.0160.5600.6460.6590.441-0.2600.5480.4910.0650.7570.1620.200-0.0240.2100.1840.7590.2430.0530.2890.6450.0510.3990.4390.4540.3220.6100.605Altana
BASF0.8900.135-0.0160.5580.3360.3950.7980.8750.3280.7090.8300.0840.7830.6240.9460.7870.732-0.0610.8850.9010.807-0.0440.8940.6080.4840.6570.7170.3280.181BASF
Bayer0.2590.8730.5600.5580.9350.8550.7890.1850.8630.8060.4390.7370.4380.5240.5790.5950.6670.7240.8040.5220.5920.7640.6780.6380.8590.7790.7700.9230.782Bayer
Hypobank0.0030.9510.6460.3360.9350.8680.670-0.0750.8890.6940.2770.8240.2420.3350.3350.3990.5420.8310.6360.2940.3850.8860.4600.4950.8120.6690.6520.9330.892Hypobank
BMW0.0830.7980.6590.3950.8550.8680.7050.0480.8900.7450.3200.7870.3640.3040.4030.4090.5960.7500.6930.3970.5010.7280.5020.5240.7200.7210.6900.8210.832BMW
Combank0.5870.4960.4410.7980.7890.6700.7050.6010.5910.8970.7270.5550.8330.7200.7690.8550.6840.4340.8830.8380.8880.3050.7620.8570.5760.8960.8710.6110.537Combank
Conti0.955-0.274-0.2600.8750.185-0.0750.0480.601-0.0570.4760.773-0.2380.8180.5630.8620.7220.562-0.4000.6770.8880.754-0.4530.7660.5110.1170.4510.515-0.051-0.215Conti
Daimler-Chr0.0130.8720.5480.3280.8630.8890.8900.591-0.0570.7110.2080.7630.2090.2430.3680.3360.5880.7580.6340.3250.3480.8240.4890.3980.7850.6370.6490.8410.855Daimler-Chr
Dt.Bank0.4750.5590.4910.7090.8060.6940.7450.8970.4760.7110.5920.6430.7500.6500.7240.7160.7330.4920.8380.7660.8120.4050.7450.7530.6180.8860.8660.6740.544Dt.Bank
Dt.Börse0.7910.0520.0650.8300.4390.2770.3200.7270.7730.2080.5920.0640.7250.4720.7700.6790.698-0.0920.7440.7970.637-0.1010.7390.5080.2520.4720.4550.2210.213Dt.Börse
Lufthansa-0.2340.8370.7570.0840.7370.8240.7870.555-0.2380.7630.6430.0640.2590.3770.0830.2630.3580.9110.4030.1720.3510.7840.1840.5360.5390.6910.5990.8330.813Lufthansa
Dt.Post0.7570.0560.1620.7830.4380.2420.3640.8330.8180.2090.7500.7250.2590.7630.7770.8480.6320.0520.7430.9190.923-0.1570.7190.8260.2060.7870.7490.2590.101Dt.Post
Dt.Tele0.5450.2620.2000.6240.5240.3350.3040.7200.5630.2430.6500.4720.3770.7630.6280.7890.3610.2780.6000.7070.8070.0760.5910.8650.3080.7770.7220.4180.170Dt.Tele
EON0.8880.168-0.0240.9460.5790.3350.4030.7690.8620.3680.7240.7700.0830.7770.6280.7870.759-0.0300.8970.9200.810-0.0090.9670.6190.5350.6460.7100.3650.136EON
Fresenius0.7320.2710.2100.7870.5950.3990.4090.8550.7220.3360.7160.6790.2630.8480.7890.7870.5580.2090.7760.8740.8840.0500.7550.8810.3960.7910.7370.3820.225Fresenius
Henkel0.6110.3830.1840.7320.6670.5420.5960.6840.5620.5880.7330.6980.3580.6320.3610.7590.5580.1760.8440.7400.5900.2570.8110.4480.5630.6080.6340.5520.432Henkel
Infineon-0.3650.9090.759-0.0610.7240.8310.7500.434-0.4000.7580.492-0.0920.9110.0520.278-0.0300.2090.1760.2950.0140.2220.8930.0910.4520.5800.5640.4530.8270.812Infineon
Linde0.7120.4730.2430.8850.8040.6360.6930.8830.6770.6340.8380.7440.4030.7430.6000.8970.7760.8440.2950.8720.8020.3080.9310.6780.6890.7910.8380.6380.470Linde
MAN0.8640.1150.0530.9010.5220.2940.3970.8380.8880.3250.7660.7970.1720.9190.7070.9200.8740.7400.0140.8720.894-0.0870.8840.7480.3730.7390.7590.3150.138MAN
Metro0.6990.2390.2890.8070.5920.3850.5010.8880.7540.3480.8120.6370.3510.9230.8070.8100.8840.5900.2220.8020.8940.0350.7610.8760.4200.8620.8290.4130.202Metro
MünchRück-0.3640.9670.645-0.0440.7640.8860.7280.305-0.4530.8240.405-0.1010.784-0.1570.076-0.0090.0500.2570.8930.308-0.0870.0350.1530.1970.7400.3820.3530.8730.838MünchRück
RWE0.8190.3150.0510.8940.6780.4600.5020.7620.7660.4890.7450.7390.1840.7190.5910.9670.7550.8110.0910.9310.8840.7610.1530.6050.6360.6540.7220.5060.250RWE
SAP0.5020.4000.3990.6080.6380.4950.5240.8570.5110.3980.7530.5080.5360.8260.8650.6190.8810.4480.4520.6780.7480.8760.1970.6050.3940.8830.7840.5130.358SAP
Schering0.2000.7960.4390.4840.8590.8120.7200.5760.1170.7850.6180.2520.5390.2060.3080.5350.3960.5630.5800.6890.3730.4200.7400.6360.3940.5470.6160.8330.621Schering
Siemens0.4500.5630.4540.6570.7790.6690.7210.8960.4510.6370.8860.4720.6910.7870.7770.6460.7910.6080.5640.7910.7390.8620.3820.6540.8830.5470.9200.6770.527Siemens
ThyssenK0.4900.5320.3220.7170.7700.6520.6900.8710.5150.6490.8660.4550.5990.7490.7220.7100.7370.6340.4530.8380.7590.8290.3530.7220.7840.6160.9200.6570.500ThyssenK
TUI0.0240.9350.6100.3280.9230.9330.8210.611-0.0510.8410.6740.2210.8330.2590.4180.3650.3820.5520.8270.6380.3150.4130.8730.5060.5130.8330.6770.6570.802TUI
VW-0.1600.8620.6050.1810.7820.8920.8320.537-0.2150.8550.5440.2130.8130.1010.1700.1360.2250.4320.8120.4700.1380.2020.8380.2500.3580.6210.5270.5000.802VW