Select Sector SPDR Minimum Spanning Trees As Of November 27th, 2007
I've covered sector minimum spanning trees many times in the past, and here we see the current trees for the past week and month. As minimum paths within the log-return correlation matrix, they represent the structure and dynamics of the market as broken into sectors.
Notice that utilities and energy have been especially distant from the S&P and that the Russell has been most tied to the weak discretionary and financials over both intervals.
Week MST

Month MST

- Michael J Bommarito II's blog
- Add new comment
- 752 reads
Similar entries
- Week and Month Select SPDR Minimum Spanning Trees As Of August 31st, 2007
- Week and Month Select SPDR Minimum Spanning Trees As Of September 7th, 2007
- Week and Month MSCI Minimum Spanning Tree As Of July 27th 2007
- Intraday Select SPDR Minimum Spanning Tree: August 29th, 2007
- Week and Month Select SPDR Minimum Spanning Trees As Of September 28th, 2007
Recent comments
4 weeks 5 days ago
9 weeks 2 days ago
9 weeks 3 days ago
11 weeks 6 days ago
12 weeks 12 hours ago
12 weeks 5 days ago
14 weeks 1 day ago
16 weeks 1 hour ago
18 weeks 21 hours ago
19 weeks 4 days ago