BIST Correlation Matrix
How Borsa İstanbul names move together. Pearson correlation of daily log-returns over your chosen window.
Avg pairwise ρ
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Not enough data.
Notable relationships
Most aligned
No data.
Least aligned
No data.
Two names near +1 are nearly the same trade; the least-correlated pair is your best in-market diversifier. Use this to avoid doubling exposure unintentionally.
Each cell is the Pearson correlation of the two stocks' daily log-returns over the lookback. +1 = they move in lockstep, -1 = they move oppositely, 0 = no linear relationship. Single equity markets skew positive (the index lifts everything), so watch which pairs are less correlated. Computed from daily closes.
Source: İş Yatırım daily OHLCV via our cached, self-throttled proxy. Free, no key. 0 stocks.