BLACK GOLD MARKET / FREE RESOURCES
Return correlation
Paste two aligned closing-price series. The example inputs are synthetic, not market data.
RESULT / YOUR INPUTS
Enter values and calculate.
Method and limitations
The tool converts adjacent prices to simple percentage returns, then calculates Pearson correlation. Use at least four positive prices per series, matching dates and frequency. Constant returns have undefined correlation. Different windows can produce different results; correlation is not causation.