Yen Weakness Drove Market Last Week
December 02, 2013
By Uncategorized in
Over the past quarter, the Yen was weakened by about 5% while the MSCI World is up about 5.5%. This relationship continued last week as the factor with the highest r-squared to MSCI World stock performance was yen correlation. The factor with the lowest r-squared was one-month change in sales estimate.
Tags > MSCI World, Performance