Dernière version : 28 septembre, 2023

Rentability Connectedness Analysis

201620182020202220247880828486889092
TCITCI Last DataRolling Windows TCI (150)DateIndex


A
B
C
E
FS
I
H
IN
M
CM
FB
R
BR
T
U
TL
TC
PH
FROM
A
12.46
6.53
6.73
4.29
5.97
7.43
3.03
6.54
4.90
6.55
3.32
5.31
4.41
4.37
3.30
4.82
5.31
4.73
87.54
B
6.67
12.79
5.42
5.36
6.44
6.48
2.82
8.83
4.69
6.54
2.86
5.00
4.66
5.16
3.79
4.58
3.94
3.94
87.21
C
5.97
4.67
10.77
4.06
6.38
7.57
4.39
5.97
5.26
7.01
4.35
5.35
4.33
4.46
3.80
4.25
5.83
5.58
89.23
E
5.11
6.30
5.58
15.66
5.08
6.27
3.73
6.37
4.37
5.89
3.49
4.62
6.94
4.70
4.26
3.42
3.99
4.21
84.34
FS
5.10
5.33
6.02
3.62
10.24
7.53
4.04
6.53
6.09
6.91
3.96
5.75
3.65
4.44
3.86
5.56
5.82
5.54
89.76
I
5.81
4.96
6.68
4.10
7.02
9.52
4.18
5.91
5.78
7.52
4.00
5.47
4.22
4.15
3.81
5.20
6.18
5.52
90.48
H
3.55
3.16
6.14
3.54
5.68
6.32
15.34
4.41
5.72
5.75
6.83
4.60
2.76
5.19
5.11
4.19
5.53
6.18
84.66
IN
5.86
7.60
6.05
4.66
6.90
6.75
3.39
10.90
5.29
6.72
3.71
5.10
4.10
5.23
4.07
4.62
4.31
4.75
89.10
M
4.63
4.31
5.63
3.49
6.79
6.93
4.47
5.56
11.58
6.36
5.05
5.77
3.10
4.90
4.39
5.80
5.34
5.89
88.42
CM
5.45
5.23
6.53
4.13
6.77
7.88
3.95
6.11
5.58
9.96
4.23
5.40
3.87
4.62
4.29
4.97
5.57
5.47
90.04
FB
3.67
3.09
5.57
3.40
5.24
5.71
6.42
4.67
6.00
5.76
14.25
5.07
2.58
5.44
5.85
4.34
4.68
8.27
85.75
R
5.17
4.74
5.72
3.77
6.56
6.69
3.68
5.48
5.85
6.28
4.25
11.89
3.56
4.76
4.25
5.65
5.35
6.35
88.11
BR
5.64
5.90
6.20
7.33
5.57
6.96
3.11
5.85
4.10
5.99
2.85
4.70
16.52
3.46
3.00
3.88
4.58
4.34
83.48
T
4.66
5.38
5.43
4.20
5.60
5.52
4.61
6.26
5.61
6.01
5.36
5.32
2.89
13.52
6.12
4.06
4.09
5.35
86.48
U
3.72
4.04
4.95
4.04
5.34
5.65
5.01
5.16
5.46
6.10
6.37
5.13
2.65
6.56
15.18
4.22
4.42
5.99
84.82
TL
5.19
4.83
5.00
3.08
7.01
7.01
3.71
5.57
6.58
6.40
4.03
6.21
3.41
4.02
3.87
12.92
5.58
5.59
87.08
TC
5.31
3.81
6.59
3.38
6.94
7.87
4.55
4.80
5.62
6.68
4.06
5.57
3.59
3.88
3.82
5.36
12.19
5.96
87.81
PH
4.39
3.58
5.96
3.35
6.16
6.58
4.88
4.93
5.84
6.25
6.89
6.21
3.27
4.65
4.68
5.08
5.56
11.73
88.27
TO
85.89
83.46
100.20
69.78
105.45
115.18
69.98
98.94
92.75
108.73
75.62
90.61
63.99
79.99
72.27
79.99
86.10
93.68
1572.58
Inc.Own
98.35
96.26
110.96
85.44
115.69
124.69
85.32
109.85
104.33
118.69
89.87
102.50
80.50
93.50
87.45
92.91
98.29
105.41
cTCI/TCI
1–20 of 22 rows
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201520162017201820192020202120222023−20020406080100
AUTOMOBILES & PARTS ToAUTOMOBILES & PARTS FromAUTOMOBILES & PARTS NetTo, From & NetDateIndex


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BANKS ToBANKS FromBANKS NetTo, From & NetDateIndex


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BASIS RESOURCES ToBASIS RESOURCES FromBASIS RESOURCES NetTo, From & NetDateIndex


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CHEMICALS ToCHEMICALS FromCHEMICALS NetTo, From & NetDateIndex


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CONSTRUCTION & MAT ToCONSTRUCTION & MAT FromCONSTRUCTION & MAT NetTo, From & NetDateIndex


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ENERGY ToENERGY FromENERGY NetTo, From & NetDateIndex


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FINANCIAL SERVICES ToFINANCIAL SERVICES FromFINANCIAL SERVICES NetTo, From & NetDateIndex


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FOOD & BEVERAGES ToFOOD & BEVERAGES FromFOOD & BEVERAGES NetTo, From & NetDateIndex


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HEALTHCARE ToHEALTHCARE FromHEALTHCARE NetTo, From & NetDateIndex


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INDUSTRIAL ToINDUSTRIAL FromINDUSTRIAL NetTo, From & NetDateIndex


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INSURANCE ToINSURANCE FromINSURANCE NetTo, From & NetDateIndex


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MEDIA ToMEDIA FromMEDIA NetTo, From & NetDateIndex


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PERSONAL & HOUSEHOLD ToPERSONAL & HOUSEHOLD FromPERSONAL & HOUSEHOLD NetTo, From & NetDateIndex


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RETAIL ToRETAIL FromRETAIL NetTo, From & NetDateIndex


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TECHNOLOGY ToTECHNOLOGY FromTECHNOLOGY NetTo, From & NetDateIndex


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TELECOMMUNICATIONS ToTELECOMMUNICATIONS FromTELECOMMUNICATIONS NetTo, From & NetDateIndex


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TRAVEL & LEISURE ToTRAVEL & LEISURE FromTRAVEL & LEISURE NetTo, From & NetDateIndex


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.