Dernière version : 28 septembre, 2023

Rentability Connectedness Analysis

Total Connectedness Index (TCI)


Connectedness Measures


Pairwise Connectedness Measures


Net Pairwise Connectedness Measures


AUTOMOBILES & PARTS (A)


BANKS (B)


BASIS RESOURCES (BR)


CHEMICALS (C)


CONSTRUCTION & MAT (CM)


ENERGY (E)


FINANCIAL SERVICES (FS)


FOOD & BEVERAGES (FB)


HEALTH CARE (H)


INDUSTRIAL (I)


INSURANCE (IN)


MEDIA (M)


PERSONAL & HOUSEHOLD (PH)


RETAIL (R)


TECHNOLOGY (TC)


TELECOMMUNICATIONS (T)


TRAVEL & LEISURE (TL)


Methodology

Connectedness Table: Connectedness table proves central for understanding the various connectedness measures and ther relationships. Its main upper-left NxN block contains the variance decomposition (variance decomposition matrix). From a connectedness perspective, they measure pairwise directional connectedness. The connectedness table makes clear how one begin with the most disaggregated connectedness measures and aggregate them in a various ways to obtain macroeconomic economy-wide total directional and total connectedness.
Pairwise Connectedness Graph: Pairwise Connected Graph is a stringball representation of pairwise directional connectedness.
Net Pairwise Connectedness Graph: Net Pairwise Connected Graph is a stringball representation of net pairwise directional connectedness.
Total Connectedness Index: Total Connectedness Index express the total cross-variance contribution as a percent of total variance.
Plot TO: Dynamic total directional connectedness plot.
Plot FROM: Dynamic from total directional connectedness plot.
Plot NET: Dynamic net total directional connectedness plot.