World Stock Indices

Tracking Eigenvalue

DAX, SHANGHAI, HANG SENG, NIKKEI, FTSE, DJIA, NASDAQ, S&P 500

Eigenvalues of the Indices’ Inner Product Matrix

Data Complied on a Rolling Ten Days Basis

By Steven J. Grisafi, PhD.

WORLD STOCK INDICES TRACKING EIGENVALUE

FIGURE IS A GIF ANIMATION: CLICK FIGURE TO VIEW.