금융 빅데이터 PlATFORM
통합검색 회원가입
홈 데이터 상품 데이터 상품

데이터 상품

대출 활용:주식 투자 모델 개발 (활용:주식 투자 모델 개발) 국내업종지수간 상관성정보 국내업종지수와 시장지수와의 상관성 데이터 한국금융솔루션

조회수 : 828 다운로드수 : 14 공유

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  • 데이터 전체

  • [테이블정의서]국내업종지수간상관성정보

    무료

  • [Sample]국내업종지수간상관성정보

    무료
수량
0 개
총 합계금액(VAT 포함)
0 원
분류체계 제공유형 ZIP
제공기관 용량 214.1 MB
등록일 2020.10.27 최종
등록일		 2023.06.13
업데이트
주기		 다운로드
가능기간		 30 일
데이터
사용기간		 구매 또는 다운로드 직후부터 1년 이용허락
범위		 이용허락범위 제한 없음

데이터 Story


1. 데이터 설명 : 국내업종지수와 시장지수와의 동적 상관계수 시계열 정보

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상관성정의

:

대상시계열과 비교시계열의 방향성 닮음정도를 연속적으로 측정

•

집계차원

:

과거 2004년부터 현재, 코스피200지수와 각 산업별 기본지수

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집계항목

:

단순평균(SMA) 상관성, 지수가중평균(EWMA) 상관성

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세분화 기준

:

상관성의 이동평균계산기간(일): 20, 60, 90, 120, 250, 750, 1250

 

2. 데이터 활용처 : 동적 상관계수는 증권시장의 기본정보

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코스피 시장에 참가하는 주식투자자의 기본지표

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포트폴리오 관리자나 포트폴리오 시스템을 만드는 분들의 테스트자료로 활용

•

다른 분야와 융합이 가능한 1차 원천정보

TAG

  • Sheet 샘플

Sheet 샘플은 데이터의 일부 내용만 제공하므로 전체 내용이 필요한 경우 파일로 다운로드 받으세요.

제공유형 : csv
기준일자 주식종목모임정보값 주식종목모임정보명 분석시작일자 분석종료일자 상관계수기준일자 단순평균20일상관계수값 단순평균60일상관계수값 단순평균90일상관계수값 단순평균120일상관계수값 단순평균250일상관계수값 단순평균750일상관계수값 단순평균1250일상관계수값 지수가중이동평균20일상관계수값 지수가중이동평균60일상관계수값 지수가중이동평균90일상관계수값 지수가중이동평균120일상관계수값 지수가중이동평균250일상관계수값 지수가중이동평균750일상관계수값 지수가중이동평균1250일상관계수값
20211022 (K1, K10) (코스피, 비금속광물) 20211022 20211022 20211022 0.566 0.541 0.489 0.532 0.541 0.682 0.536 0.620 0.544 0.536 0.539 0.589 0.612 0.586
20211022 (K1, K11) (코스피, 철강금속) 20211022 20211022 20211022 0.579 0.457 0.516 0.505 0.543 0.728 0.652 0.514 0.499 0.499 0.506 0.570 0.661 0.666
20211022 (K1, K12) (코스피, 기계) 20211022 20211022 20211022 0.804 0.790 0.711 0.564 0.619 0.719 0.667 0.757 0.740 0.699 0.671 0.649 0.678 0.677
20211022 (K1, K13) (코스피, 전기전자) 20211022 20211022 20211022 0.859 0.857 0.858 0.846 0.891 0.880 0.820 0.849 0.857 0.861 0.866 0.882 0.867 0.844
20211022 (K1, K14) (코스피, 의료정밀) 20211022 20211022 20211022 0.760 0.432 0.423 0.473 0.522 0.653 0.588 0.718 0.556 0.520 0.510 0.552 0.614 0.600
20211022 (K1, K15) (코스피, 운수장비) 20211022 20211022 20211022 0.678 0.754 0.752 0.671 0.719 0.780 0.703 0.656 0.702 0.707 0.712 0.741 0.756 0.739
20211022 (K1, K16) (코스피, 유통업) 20211022 20211022 20211022 0.752 0.797 0.766 0.739 0.727 0.846 0.803 0.761 0.765 0.763 0.762 0.785 0.818 0.814
20211022 (K1, K17) (코스피, 전기가스업) 20211022 20211022 20211022 0.200 0.428 0.412 0.383 0.357 0.475 0.421 0.239 0.320 0.348 0.365 0.421 0.460 0.447
20211022 (K1, K18) (코스피, 건설업) 20211022 20211022 20211022 0.794 0.746 0.711 0.650 0.639 0.765 0.656 0.770 0.736 0.710 0.693 0.695 0.712 0.693
20211022 (K1, K19) (코스피, 운수창고업) 20211022 20211022 20211022 0.742 0.747 0.722 0.561 0.570 0.667 0.634 0.766 0.722 0.681 0.651 0.622 0.641 0.638
20211022 (K1, K2) (코스피, 코스피 대형주) 20211022 20211022 20211022 0.994 0.989 0.989 0.983 0.991 0.994 0.991 0.992 0.990 0.989 0.989 0.991 0.992 0.992
20211022 (K1, K20) (코스피, 통신업) 20211022 20211022 20211022 0.393 0.476 0.451 0.421 0.479 0.528 0.435 0.367 0.425 0.439 0.451 0.502 0.519 0.486
20211022 (K1, K21) (코스피, 금융업) 20211022 20211022 20211022 0.786 0.664 0.687 0.661 0.695 0.843 0.811 0.776 0.710 0.698 0.699 0.752 0.812 0.812
20211022 (K1, K22) (코스피, 은행) 20211022 20211022 20211022 0.762 0.141 0.202 0.187 0.255 0.584 0.546 0.685 0.369 0.299 0.273 0.323 0.491 0.519
20211022 (K1, K24) (코스피, 증권) 20211022 20211022 20211022 0.830 0.766 0.760 0.738 0.691 0.823 0.781 0.787 0.761 0.744 0.734 0.751 0.787 0.781
20211022 (K1, K25) (코스피, 보험) 20211022 20211022 20211022 -0.092 0.298 0.396 0.282 0.387 0.612 0.564 0.043 0.212 0.274 0.318 0.453 0.563 0.568
20211022 (K1, K26) (코스피, 서비스업) 20211022 20211022 20211022 0.899 0.782 0.696 0.648 0.689 0.756 0.735 0.864 0.793 0.756 0.732 0.710 0.735 0.738
20211022 (K1, K27) (코스피, 제조업) 20211022 20211022 20211022 0.980 0.973 0.970 0.966 0.979 0.983 0.975 0.975 0.973 0.973 0.974 0.979 0.981 0.978
20211022 (K1, K3) (코스피, 코스피 중형주) 20211022 20211022 20211022 0.888 0.800 0.811 0.788 0.781 0.865 0.830 0.863 0.822 0.810 0.804 0.818 0.843 0.838
20211022 (K1, K4) (코스피, 코스피 소형주) 20211022 20211022 20211022 0.906 0.782 0.785 0.770 0.707 0.797 0.759 0.846 0.810 0.789 0.774 0.764 0.777 0.770
20211022 (K1, K5) (코스피, 음식료품) 20211022 20211022 20211022 0.816 0.767 0.733 0.574 0.596 0.674 0.611 0.801 0.746 0.703 0.673 0.644 0.649 0.631
20211022 (K1, K51) (코스피, 코스피 200) 20211022 20211022 20211022 0.989 0.987 0.988 0.988 0.976 0.989 0.988 0.989 0.988 0.987 0.987 0.986 0.987 0.988
20211022 (K1, K6) (코스피, 섬유의복) 20211022 20211022 20211022 0.487 0.386 0.334 0.351 0.290 0.614 0.560 0.401 0.374 0.358 0.352 0.416 0.540 0.545
20211022 (K1, K7) (코스피, 종이목재) 20211022 20211022 20211022 0.819 0.698 0.552 0.573 0.346 0.560 0.532 0.656 0.664 0.614 0.568 0.497 0.519 0.525
20211022 (K1, K8) (코스피, 화학) 20211022 20211022 20211022 0.485 0.469 0.522 0.548 0.736 0.855 0.819 0.476 0.493 0.536 0.587 0.730 0.818 0.820
20211022 (K1, K9) (코스피, 의약품) 20211022 20211022 20211022 0.753 0.487 0.392 0.449 0.510 0.555 0.503 0.719 0.586 0.539 0.519 0.521 0.532 0.516
20211022 (K1, Q1) (코스피, 코스닥지수) 20211022 20211022 20211022 0.956 0.850 0.806 0.807 0 0 0 0.929 0.875 0.847 0.827 0 0 0
20211022 (K1, Q2) (코스피, 코스닥 100) 20211022 20211022 20211022 0.930 0.809 0.706 0.705 0 0 0 0.899 0.826 0.786 0.759 0 0 0
20211022 (K10, K1) (비금속광물, 코스피) 20211022 20211022 20211022 0.566 0.541 0.489 0.532 0.541 0.682 0.536 0.620 0.544 0.536 0.539 0.589 0.612 0.586
20211022 (K10, K11) (비금속광물, 철강금속) 20211022 20211022 20211022 0.415 0.501 0.414 0.403 0.366 0.536 0.478 0.524 0.463 0.439 0.424 0.431 0.481 0.478
20211022 (K10, K12) (비금속광물, 기계) 20211022 20211022 20211022 0.502 0.526 0.436 0.356 0.413 0.613 0.579 0.551 0.478 0.451 0.437 0.454 0.537 0.548
20211022 (K10, K13) (비금속광물, 전기전자) 20211022 20211022 20211022 0.343 0.341 0.284 0.330 0.363 0.481 0.280 0.386 0.344 0.339 0.344 0.397 0.402 0.358
20211022 (K10, K14) (비금속광물, 의료정밀) 20211022 20211022 20211022 0.342 0.214 0.192 0.238 0.300 0.554 0.396 0.415 0.279 0.261 0.264 0.342 0.441 0.429
20211022 (K10, K15) (비금속광물, 운수장비) 20211022 20211022 20211022 0.397 0.425 0.355 0.279 0.324 0.508 0.383 0.407 0.375 0.360 0.355 0.399 0.440 0.415
20211022 (K10, K16) (비금속광물, 유통업) 20211022 20211022 20211022 0.378 0.479 0.414 0.412 0.396 0.602 0.491 0.436 0.420 0.420 0.424 0.475 0.530 0.517
20211022 (K10, K17) (비금속광물, 전기가스업) 20211022 20211022 20211022 0.331 0.390 0.337 0.334 0.355 0.379 0.335 0.385 0.354 0.340 0.335 0.361 0.375 0.355
20211022 (K10, K18) (비금속광물, 건설업) 20211022 20211022 20211022 0.611 0.620 0.494 0.467 0.496 0.691 0.713 0.660 0.585 0.549 0.529 0.546 0.653 0.670
20211022 (K10, K19) (비금속광물, 운수창고업) 20211022 20211022 20211022 0.547 0.516 0.460 0.386 0.366 0.526 0.458 0.621 0.517 0.477 0.452 0.439 0.471 0.465
20211022 (K10, K2) (비금속광물, 코스피 대형주) 20211022 20211022 20211022 0.533 0.504 0.462 0.504 0.504 0.641 0.476 0.584 0.511 0.503 0.507 0.555 0.569 0.536
20211022 (K10, K20) (비금속광물, 통신업) 20211022 20211022 20211022 0.446 0.400 0.390 0.373 0.293 0.372 0.260 0.263 0.366 0.364 0.358 0.365 0.353 0.316
20211022 (K10, K21) (비금속광물, 금융업) 20211022 20211022 20211022 0.397 0.222 0.211 0.240 0.313 0.558 0.442 0.426 0.272 0.263 0.277 0.385 0.479 0.466
20211022 (K10, K22) (비금속광물, 은행) 20211022 20211022 20211022 0.518 -0.060 -0.046 -0.044 0.032 0.353 0.256 0.439 0.124 0.064 0.044 0.094 0.240 0.252
20211022 (K10, K24) (비금속광물, 증권) 20211022 20211022 20211022 0.318 0.379 0.333 0.381 0.339 0.567 0.452 0.371 0.336 0.344 0.355 0.425 0.492 0.480
20211022 (K10, K25) (비금속광물, 보험) 20211022 20211022 20211022 -0.349 -0.044 0.022 -0.014 0.064 0.369 0.280 -0.154 -0.106 -0.051 -0.004 0.158 0.292 0.291
20211022 (K10, K26) (비금속광물, 서비스업) 20211022 20211022 20211022 0.496 0.437 0.443 0.452 0.481 0.572 0.431 0.509 0.429 0.434 0.445 0.497 0.511 0.486
20211022 (K10, K27) (비금속광물, 제조업) 20211022 20211022 20211022 0.544 0.524 0.447 0.490 0.509 0.654 0.483 0.603 0.531 0.516 0.514 0.559 0.576 0.544
20211022 (K10, K3) (비금속광물, 코스피 중형주) 20211022 20211022 20211022 0.591 0.630 0.547 0.551 0.603 0.741 0.674 0.673 0.600 0.589 0.589 0.632 0.685 0.680
20211022 (K10, K4) (비금속광물, 코스피 소형주) 20211022 20211022 20211022 0.635 0.630 0.566 0.554 0.572 0.759 0.688 0.641 0.601 0.592 0.590 0.628 0.694 0.695
20211022 (K10, K5) (비금속광물, 음식료품) 20211022 20211022 20211022 0.412 0.492 0.438 0.332 0.418 0.551 0.453 0.486 0.435 0.423 0.421 0.467 0.504 0.484
20211022 (K10, K51) (비금속광물, 코스피 200) 20211022 20211022 20211022 0.497 0.492 0.445 0.489 0.450 0.623 0.474 0.559 0.489 0.482 0.484 0.527 0.552 0.525
20211022 (K10, K6) (비금속광물, 섬유의복) 20211022 20211022 20211022 0.317 0.355 0.231 0.264 0.276 0.554 0.481 0.330 0.277 0.269 0.272 0.345 0.463 0.461
20211022 (K10, K7) (비금속광물, 종이목재) 20211022 20211022 20211022 0.419 0.495 0.419 0.415 0.308 0.538 0.485 0.261 0.387 0.399 0.397 0.409 0.470 0.480
20211022 (K10, K8) (비금속광물, 화학) 20211022 20211022 20211022 0.426 0.453 0.369 0.392 0.534 0.698 0.548 0.507 0.437 0.438 0.457 0.557 0.613 0.589
20211022 (K10, K9) (비금속광물, 의약품) 20211022 20211022 20211022 0.470 0.195 0.167 0.269 0.335 0.472 0.292 0.448 0.334 0.304 0.301 0.351 0.375 0.347
20211022 (K10, Q1) (비금속광물, 코스닥지수) 20211022 20211022 20211022 0.635 0.612 0.570 0.609 0 0 0 0.678 0.612 0.602 0.596 0 0 0
20211022 (K10, Q2) (비금속광물, 코스닥 100) 20211022 20211022 20211022 0.584 0.527 0.461 0.521 0 0 0 0.655 0.552 0.527 0.513 0 0 0
20211022 (K11, K1) (철강금속, 코스피) 20211022 20211022 20211022 0.579 0.457 0.516 0.505 0.543 0.728 0.652 0.514 0.499 0.499 0.506 0.570 0.661 0.666
20211022 (K11, K10) (철강금속, 비금속광물) 20211022 20211022 20211022 0.415 0.501 0.414 0.403 0.366 0.536 0.478 0.524 0.463 0.439 0.424 0.431 0.481 0.478
20211022 (K11, K12) (철강금속, 기계) 20211022 20211022 20211022 0.801 0.652 0.537 0.336 0.418 0.614 0.566 0.770 0.610 0.537 0.498 0.482 0.553 0.561
20211022 (K11, K13) (철강금속, 전기전자) 20211022 20211022 20211022 0.277 0.231 0.335 0.271 0.370 0.570 0.407 0.225 0.285 0.294 0.308 0.394 0.477 0.458
20211022 (K11, K14) (철강금속, 의료정밀) 20211022 20211022 20211022 0.423 0.142 0.127 0.115 0.181 0.435 0.344 0.260 0.163 0.149 0.152 0.231 0.352 0.354
20211022 (K11, K15) (철강금속, 운수장비) 20211022 20211022 20211022 0.709 0.485 0.521 0.407 0.365 0.609 0.523 0.622 0.536 0.485 0.453 0.459 0.538 0.538
20211022 (K11, K16) (철강금속, 유통업) 20211022 20211022 20211022 0.540 0.597 0.590 0.507 0.494 0.658 0.565 0.477 0.549 0.542 0.534 0.553 0.603 0.593
20211022 (K11, K17) (철강금속, 전기가스업) 20211022 20211022 20211022 0.382 0.396 0.355 0.208 0.276 0.402 0.363 0.515 0.373 0.326 0.306 0.330 0.384 0.373
20211022 (K11, K18) (철강금속, 건설업) 20211022 20211022 20211022 0.741 0.644 0.614 0.576 0.581 0.680 0.624 0.682 0.643 0.623 0.612 0.619 0.645 0.636
20211022 (K11, K19) (철강금속, 운수창고업) 20211022 20211022 20211022 0.375 0.469 0.452 0.434 0.439 0.545 0.510 0.466 0.436 0.435 0.437 0.465 0.512 0.509
20211022 (K11, K2) (철강금속, 코스피 대형주) 20211022 20211022 20211022 0.525 0.428 0.488 0.453 0.509 0.711 0.626 0.468 0.466 0.465 0.471 0.540 0.638 0.643
20211022 (K11, K20) (철강금속, 통신업) 20211022 20211022 20211022 -0.225 0.041 0.098 0.111 0.254 0.375 0.279 -0.206 -0.018 0.044 0.091 0.228 0.330 0.315
20211022 (K11, K21) (철강금속, 금융업) 20211022 20211022 20211022 0.508 0.159 0.329 0.389 0.541 0.716 0.636 0.352 0.286 0.324 0.370 0.519 0.645 0.646
20211022 (K11, K22) (철강금속, 은행) 20211022 20211022 20211022 0.403 -0.275 -0.144 -0.081 0.141 0.501 0.441 0.209 -0.087 -0.094 -0.070 0.094 0.356 0.402
20211022 (K11, K24) (철강금속, 증권) 20211022 20211022 20211022 0.673 0.526 0.562 0.554 0.518 0.691 0.608 0.507 0.527 0.526 0.524 0.558 0.625 0.619
20211022 (K11, K25) (철강금속, 보험) 20211022 20211022 20211022 -0.115 0.120 0.257 0.254 0.381 0.572 0.463 -0.016 0.127 0.197 0.247 0.383 0.495 0.489
20211022 (K11, K26) (철강금속, 서비스업) 20211022 20211022 20211022 0.546 0.320 0.231 0.161 0.229 0.437 0.379 0.411 0.305 0.270 0.252 0.272 0.366 0.382
20211022 (K11, K27) (철강금속, 제조업) 20211022 20211022 20211022 0.554 0.458 0.525 0.486 0.508 0.704 0.610 0.510 0.509 0.499 0.498 0.549 0.633 0.634
20211022 (K11, K3) (철강금속, 코스피 중형주) 20211022 20211022 20211022 0.752 0.674 0.667 0.648 0.604 0.703 0.647 0.700 0.680 0.662 0.650 0.644 0.668 0.658
20211022 (K11, K4) (철강금속, 코스피 소형주) 20211022 20211022 20211022 0.642 0.624 0.618 0.600 0.569 0.642 0.582 0.555 0.592 0.591 0.590 0.599 0.615 0.601
20211022 (K11, K5) (철강금속, 음식료품) 20211022 20211022 20211022 0.574 0.491 0.470 0.428 0.443 0.486 0.409 0.409 0.471 0.461 0.453 0.452 0.457 0.435
20211022 (K11, K51) (철강금속, 코스피 200) 20211022 20211022 20211022 0.502 0.427 0.494 0.473 0.503 0.709 0.627 0.448 0.462 0.466 0.475 0.542 0.637 0.643
20211022 (K11, K6) (철강금속, 섬유의복) 20211022 20211022 20211022 0.657 0.399 0.301 0.325 0.294 0.510 0.428 0.572 0.414 0.368 0.347 0.368 0.444 0.434
20211022 (K11, K7) (철강금속, 종이목재) 20211022 20211022 20211022 0.341 0.420 0.329 0.372 0.229 0.427 0.380 0.065 0.285 0.309 0.313 0.326 0.376 0.381
20211022 (K11, K8) (철강금속, 화학) 20211022 20211022 20211022 0.329 0.403 0.448 0.466 0.457 0.662 0.600 0.420 0.419 0.421 0.428 0.494 0.592 0.599
20211022 (K11, K9) (철강금속, 의약품) 20211022 20211022 20211022 0.321 0.063 0.003 0.072 0.187 0.321 0.241 0.215 0.135 0.113 0.114 0.176 0.254 0.250
20211022 (K11, Q1) (철강금속, 코스닥지수) 20211022 20211022 20211022 0.584 0.466 0.416 0.387 0 0 0 0.463 0.451 0.431 0.417 0 0 0
20211022 (K11, Q2) (철강금속, 코스닥 100) 20211022 20211022 20211022 0.537 0.378 0.284 0.258 0 0 0 0.433 0.376 0.338 0.315 0 0 0
20211022 (K12, K1) (기계, 코스피) 20211022 20211022 20211022 0.804 0.790 0.711 0.564 0.619 0.719 0.667 0.757 0.740 0.699 0.671 0.649 0.678 0.677
20211022 (K12, K10) (기계, 비금속광물) 20211022 20211022 20211022 0.502 0.526 0.436 0.356 0.413 0.613 0.579 0.551 0.478 0.451 0.437 0.454 0.537 0.548
20211022 (K12, K11) (기계, 철강금속) 20211022 20211022 20211022 0.801 0.652 0.537 0.336 0.418 0.614 0.566 0.770 0.610 0.537 0.498 0.482 0.553 0.561
20211022 (K12, K13) (기계, 전기전자) 20211022 20211022 20211022 0.545 0.493 0.460 0.362 0.436 0.522 0.394 0.465 0.473 0.454 0.444 0.457 0.471 0.444
20211022 (K12, K14) (기계, 의료정밀) 20211022 20211022 20211022 0.654 0.372 0.369 0.379 0.415 0.567 0.482 0.535 0.466 0.435 0.423 0.448 0.506 0.492
20211022 (K12, K15) (기계, 운수장비) 20211022 20211022 20211022 0.796 0.789 0.745 0.510 0.470 0.635 0.577 0.774 0.741 0.673 0.619 0.559 0.586 0.582
20211022 (K12, K16) (기계, 유통업) 20211022 20211022 20211022 0.797 0.781 0.663 0.524 0.527 0.693 0.628 0.760 0.713 0.663 0.630 0.607 0.644 0.640
20211022 (K12, K17) (기계, 전기가스업) 20211022 20211022 20211022 0.559 0.565 0.444 0.553 0.441 0.431 0.383 0.588 0.529 0.519 0.508 0.484 0.449 0.417
20211022 (K12, K18) (기계, 건설업) 20211022 20211022 20211022 0.895 0.817 0.747 0.637 0.613 0.707 0.668 0.871 0.793 0.749 0.717 0.669 0.670 0.665
20211022 (K12, K19) (기계, 운수창고업) 20211022 20211022 20211022 0.672 0.731 0.633 0.361 0.445 0.566 0.543 0.711 0.624 0.560 0.520 0.487 0.527 0.532
20211022 (K12, K2) (기계, 코스피 대형주) 20211022 20211022 20211022 0.767 0.741 0.664 0.524 0.578 0.679 0.613 0.716 0.695 0.655 0.628 0.610 0.637 0.632
20211022 (K12, K20) (기계, 통신업) 20211022 20211022 20211022 0.255 0.394 0.300 0.212 0.291 0.398 0.309 0.208 0.297 0.292 0.290 0.328 0.374 0.350
20211022 (K12, K21) (기계, 금융업) 20211022 20211022 20211022 0.681 0.538 0.422 0.354 0.469 0.641 0.580 0.640 0.535 0.488 0.470 0.508 0.589 0.588
20211022 (K12, K22) (기계, 은행) 20211022 20211022 20211022 0.565 0.005 0.024 0.068 0.171 0.435 0.371 0.496 0.219 0.158 0.139 0.191 0.341 0.363
20211022 (K12, K24) (기계, 증권) 20211022 20211022 20211022 0.797 0.769 0.614 0.445 0.458 0.628 0.567 0.726 0.668 0.603 0.560 0.529 0.573 0.570
20211022 (K12, K25) (기계, 보험) 20211022 20211022 20211022 -0.122 0.220 0.175 0.106 0.247 0.455 0.389 -0.031 0.086 0.127 0.159 0.281 0.397 0.398

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