Asset-Backed Securities 섹터 상관계수
Asset-Backed Securities 섹터의 10개 NASDAQ 종목 상관계수 분포입니다. 섹터 평균 상관계수는 0.100입니다.
| # | 티커 | 종목명 | 지표 |
|---|---|---|---|
| 1 | JBK | Lehman ABS Corp 3.50 Adj Corp Backed Tr Cert Goldman Cap I | 0.314 |
| 2 | PYT | Merrill Lynch Depositor PPLUS Floating Rate Call TR Cert. Ser GSC-2(Goldman Sachs) | 0.303 |
| 3 | GJH | Synthetic Fixed-Income Sec STRATS 2004-06, 6.375% US Cellular Corp. | 0.27 |
| 4 | KTH | Structured Products CorTS PECO Energy Cap Trust III, 8% Cert. | 0.268 |
| 5 | KTN | Structured Products CorTS Aon Capital A, 8.205% Cert. | 0.262 |
| 6 | GJP | Synthetic Fixed Income Securities on the behalf of STRATS for Dominion Resources Series 2005-6 | 0.034 |
| 7 | GJS | Synthetic Fixed-Income Securities STRATS 2006-2 Goldman Sachs Group | -0.065 |
| 8 | GJO | Synthetic Fixed-Income Securities, Inc. 4.65% Floating Rate STRATS Certificates, Series 2005-4 | -0.111 |
| 9 | GJR | Synthetic Fixed Income Securities, Inc. Floating Rate Structured Repackaged Asset-Backed Trust Securities (STRATS) | -0.14 |
| 10 | GJT | Synthetic Fixed-Income Securities STRATS 2006-3 AllState Corporation | -0.14 |