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Asset cross-correlation table?

Comments, critical feedback, praise, or suggestions for new features.

Postby jkheycke » Tue Jan 29, 2008 10:37 am

Another really useful feature for asset allocation would be a cross-correlation table (report) that shows the correlations of all the assets in a portfolio to one another.

I know that I can currently run a custom report that shows the correlation of each asset to a single benchmark. The ability to see how the assets relate to each other is more usefu.

cheers, Jens
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Postby Mark » Tue Jan 29, 2008 12:18 pm

Hi Jens,

Thanks for the idea, I understand what you're looking for.
Thanks,
Mark
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Mark
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Postby Septaj » Thu Nov 05, 2009 4:21 pm

I believe you are looking for a Correlation Matrix & I don't think FM offers this as yet.

It is surely one of the most important reports one could have.

Regards.
Septaj
 

Postby ethanyale » Mon May 06, 2013 5:40 am

Hi Mark,
I'm a personal version user. If the report described in this thread is offered in professional, I'll probably upgrade. The suggestion was offered a while ago. I was wondering if this feature is included yet. Thanks.
Ethan
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Postby Mark » Mon May 06, 2013 9:37 am

Hi Ethan,

Sorry, no, this is still not an available report. Thanks for the feedback, hopefully we can get this added soon.
Thanks,
Mark
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Mark
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