股债相关性/避险Stock-Bond Correlation
Stock-Bond Correlation股债相关性/避险
情绪指标Sentiment & DerivativesP2 Macro Correlation适用:美股Applies to: US stocks
计算公式Formula
Rolling correlation of equity index and Treasury prices (alongside VIX/credit spreads)
解读要点How to read it
Stocks down/bonds up (negative) = effective hedge; stocks and bonds both down (positive, high-inflation periods) = hedge fails / liquidity crisis.
输出Outputvalue/series
数据来源:FRED/Bloomberg。Data source: FRED/Bloomberg. 公开知识,不构成投资建议。Public knowledge, not investment advice.
在热门美股上查看股债相关性/避险的实时计算值 →See Stock-Bond Correlation computed live on popular US stocks →
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参考元数据 —— 公开、通用的指标定义。非投资建议。Reference metadata — public, well-known indicator definitions. Not investment advice.