S&P Dow Jones Indices Market Attributes: Correlation & Dispersion Index Dashboard

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Correlation among S&P 500^® components during November was less than 10% and the lowest since January 2001. Correlations in the S&P MidCap 400^® and S&P SmallCap 600^® also registered multi-year lows.

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On a relative basis, European markets remain the most correlated. The S&P Europe 350’s correlation has climbed down from its elevated levels of October, but it remains above average.