Factor Analysis

The CORR Procedure

5 Variables: x1 x2 x3 x4 x5

Covariance Matrix, DF = 99
  x1 x2 x3 x4 x5
x1 JP Morgan 0.0016299269 0.0008166676 0.0008100713 0.0004422405 0.0005139715
x2 Citibank 0.0008166676 0.0012293759 0.0008276330 0.0003868550 0.0003109431
x3 Wells Fargo 0.0008100713 0.0008276330 0.0015560763 0.0004872816 0.0004624767
x4 Royal Dutch Shell 0.0004422405 0.0003868550 0.0004872816 0.0008023323 0.0004084734
x5 Exxon Mobil 0.0005139715 0.0003109431 0.0004624767 0.0004084734 0.0007587370

Simple Statistics
Variable N Mean Std Dev Sum Minimum Maximum Label
x1 100 0.00543 0.04037 0.54337 -0.09665 0.12281 JP Morgan
x2 100 0.00483 0.03506 0.48271 -0.07576 0.11881 Citibank
x3 100 0.00565 0.03945 0.56542 -0.09146 0.10262 Wells Fargo
x4 100 0.00629 0.02833 0.62914 -0.05313 0.08855 Royal Dutch Shell
x5 100 0.00371 0.02755 0.37085 -0.05051 0.08247 Exxon Mobil

Pearson Correlation Coefficients, N = 100
Prob > |r| under H0: Rho=0
  x1 x2 x3 x4 x5
x1
JP Morgan		 1.00000
 0.57692
<.0001		 0.50866
<.0001		 0.38672
<.0001		 0.46218
<.0001
x2
Citibank		 0.57692
<.0001		 1.00000
 0.59838
<.0001		 0.38952
<.0001		 0.32195
0.0011
x3
Wells Fargo		 0.50866
<.0001		 0.59838
<.0001		 1.00000
 0.43610
<.0001		 0.42563
<.0001
x4
Royal Dutch Shell		 0.38672
<.0001		 0.38952
<.0001		 0.43610
<.0001		 1.00000
 0.52353
<.0001
x5
Exxon Mobil		 0.46218
<.0001		 0.32195
0.0011		 0.42563
<.0001		 0.52353
<.0001		 1.00000