Pairs for June 2020

DHI*100-KBH*100. Correlations 0.85, p-value 0.04.

Pair DHI-KBH june 2020

To calculate the correlation and cointegration of the pair, I used the portfolioiovisualizer.com service with the following parameters:

Correlation

 

Cointegration of pair

HPP*200-KRC*100. Correlation 0.89, p-value 0.04.

Pair HPP-KRC june 2020

PRU*500-LNC*600. Correlation 0.93, p-value 0.06.

Pair PRU-LNC june 2020

UAA*100-UA*100. Correlation 0.98, p-value 0.01.

Pair UAA-UA june 2020

V*200-MA*100. Correlation 0.95, p-value 0.01.

Pair V-MA june 2020

ZG*100-Z*100. Correlation 0.99, p-value 0.01.

Pair ZG-Z june 2020

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