Code

EPSM

CHIM

ALPHAM

SIGMAM

DELTAM

ETAM

DELTA1M

DELTA3M

EPSM

1.000

−0.113

−0.129

0.179

−0.107

−0.069

−0.106

0.055

CHIM

−0.113

1.000

0.716

0.435

0.675

0.717

0.670

0.571

ALPHAM

−0.129

0.716

1.000

0.440

0.611

0.733

0.695

0.616

SIGMAM

0.179

0.435

0.440

1.000

0.498

0.486

0.460

0.507

DELTAM

−0.107

0.675

0.611

0.498

1.000

0.784

0.647

0.547

ETAM

−0.069

0.717

0.733

0.486

0.784

1.000

0.751

0.685

DELTA1M

−0.106

0.670

0.695

0.460

0.647

0.751

1.000

0.710

DELTA3M

0.055

0.571

0.616

0.507

0.547

0.685

0.710

1.000

SIGMA1M

0.074

0.474

0.425

0.664

0.569

0.541

0.615

0.624

SP5M

−0.023

0.667

0.676

0.563

0.678

0.716

0.786

0.731

IPM

0.050

−0.164

−0.168

−0.029

−0.153

−0.141

−0.110

−0.101

SPM

0.057

−0.152

−0.168SCl'

−0.018

−0.178

−0.153

−0.113

−0.134

PPM

0.010

−0.143

−0.136

−0.051

−0.152

−0.144

−0.110

−0.118

ACADM

0.011

−0.033

−0.067

−0.126

−0.096

−0.094

−0.097

−0.106

STATM

0.069

−0.112

−0.132

−0.013

−0.118

−0.109

−0.108

−0.121

ABERM

0.136

0.242

0.164

0.501

0.335

0.280

0.302

0.336