Parameters of the correlation matrix
You can use parameters to make settings for the correlation matrix - as with tables, reports or charts. To view or set the parameters of an open correlation matrix, proceed as follows:
- Select the "Edit parameters" icon on the "Correlation matrix" tab in the ribbon or on the toolbar.
Or press the key combination<CTRL>+<A>.
The "Settings" dialog box appears.
- If necessary, make your settings and save them with the "OK" button.
- You can save your customized correlation matrix as your own template under a new name (command FILE, SAVE AS) or overwrite the existing one (command FILE, SAVE).
The following parameters are available to you in detail:
| Parameters | Description |
|---|---|
Evaluation date | Enter the desired evaluation date here. The default setting is the current date. |
Evaluation period (months) | Select the desired evaluation period in months here. The default setting is "12 months". |
Currency | Select a different currency here if necessary. |
Consolidation | If necessary, enter a different consolidation for the returns used to determine the correlation. The default setting is "Daily". |
Logarithmic returns | Logarithmic returns are taken into account by default. If you want to change this setting, deactivate this checkbox. |
Group by classification | To group the correlation matrix according to the classification selected below, activate this checkbox. |
Classification | Select the desired classification from this selection list. |