Even as stocks become more volatile, they're less correlated


  • Jason Goepfert

    Jason Goepfert

    Published: 2020-11-17 at 13:15:00 CST

Over the past 10 days, the average stock in the S&P 500 has undergone increased volatility. At the same time, the correlation among stocks in the index has declined. This is highly unusual. Likely due to a rotation into smaller stocks, similar behavior has led to further gains in smaller stocks.


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