Download this month's Correlation & Dispersion Index Dashboard.
Highlights include:
- This month, we extend our dispersion report to include average pairwise correlation between the stocks of major S&P Dow Jones indices.
- In another range-bound and positive month for developed markets, dispersion remained low. Correlations are at their lowest for some time in several major markets.
- Emerging markets continue to provide an exception: dispersion is up, correlation remains around the historical average.
