According to the Ibbotson SBBI 2011 Yearbook, long-term Treasuries have a correlation coefficient of 0.11 to large-cap stocks.
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Experimenters found a correlation coefficient of 0.46, after accounting for age differences.
Once you know the average return, the standard deviation of each index and the correlation coefficient between each pair of indexes, the rest is math.
The post-crisis correlation coefficient, meanwhile, was a much weaker -0.431.
However, intermediate-term Treasuries have a correlation coefficient of 0.08.
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In a subset of patients with relapsing remitting MS, the most common form of the disease, the correlation coefficient jumped to 0.69, suggesting an even stronger association between the retinal measurement and brain atrophy.
The correlation coefficient between the average mTTV and average finish position is -0.86, and with the 44 samples in the model that means there is an infinitesimally small chance the two are not correlated.
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The long-term coefficient of correlation to the one-year Treasury is .80 while the ten-year Treasury scores .75 and the 30-year Treasury is lower still at .66.
If an intercept is included and the number of explanators is more than one, R2 is also referred to as the coefficient of multiple correlation.
My charts on the coefficient of performance among stock sectors show lessened correlation, a good sign.
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