Dendograms and heatmaps for SIPRO screens

Submitted by Marius Kjeldahl on Thu, 2004-12-16 15:27

Updated 2004-12-16.

Below you can find heatmaps and dendrograms that show the correlation between the different SIPRO based long screens over time. The raw data used is also available below each heatmap.

This time some of the major indices from the stock market have been included. TMWX is the Wilshire 5000, RUT is the Russel 2000 and 1866580 is the Oslo Stock Exchange in Norway (for my curiousity only - I'm based in Oslo).

Monthly top 5 data from 1997-08-31 to 2004-12-10

This includes all screens except Zweig-26.


Monthly top 10 data from 1997-08-31 to 2004-12-10

This includes all screens except Zweig-26.



Weekly top 5 data from 2003-06-27 to 2004-12-10

This includes all screens.



[Raw data here http://kjeldahl.net/investing/data/screencorrelation/20011228-f7-h5.zip]

Weekly top 10 data from 2003-06-27 to 2004-12-10

This includes all screens.



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