DHI*100-KBH*100. Correlations 0.85, p-value 0.04.
To calculate the correlation and cointegration of the pair, I used the portfolioiovisualizer.com service with the following parameters:
HPP*200-KRC*100. Correlation 0.89, p-value 0.04.
PRU*500-LNC*600. Correlation 0.93, p-value 0.06.
UAA*100-UA*100. Correlation 0.98, p-value 0.01.
V*200-MA*100. Correlation 0.95, p-value 0.01.
ZG*100-Z*100. Correlation 0.99, p-value 0.01.
