Covariance Matrix | |||||
Securities | AAPL | MKR | PG | NKE | ^GSPC |
AAPL | 0.000440807 | 0.00010677 | 0.000124882 | 0.000238556 | 0.000233274 |
MKR | 0.00010677 | 0.000215606 | 9.21964E−05 | 9.07593E−05 | 0.000101078 |
PG | 0.000124882 | 9.21964E−05 | 0.000186896 | 0.000112561 | 0.00010911 |
NKE | 0.000238556 | 9.07593E−05 | 0.000112561 | 0.000439656 | 0.000201065 |
^GSPC | 0.000233274 | 0.000101078 | 0.00010911 | 0.000201065 | 0.000188956 |