{"id":25763,"date":"2023-12-07T01:46:16","date_gmt":"2023-12-07T01:46:16","guid":{"rendered":"https:\/\/masterskills.org\/blog\/he-so-tuong-quan-correlation-coefficient-la-gi-ung-dung-cua-he-so-tuong-quan-trong-tai-chinh.html"},"modified":"2023-12-22T11:22:08","modified_gmt":"2023-12-22T04:22:08","slug":"he-so-tuong-quan-correlation-coefficient-la-gi-ung-dung-cua-he-so-tuong-quan-trong-tai-chinh","status":"publish","type":"post","link":"https:\/\/masterskills.org\/blog\/he-so-tuong-quan-correlation-coefficient-la-gi-ung-dung-cua-he-so-tuong-quan-trong-tai-chinh.html","title":{"rendered":"H\u1ec7 s\u1ed1 t\u01b0\u01a1ng quan (Correlation Coefficient) l\u00e0 g\u00ec? \u1ee8ng d\u1ee5ng c\u1ee7a h\u1ec7 s\u1ed1 t\u01b0\u01a1ng quan trong t\u00e0i ch\u00ednh"},"content":{"rendered":"
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H\u00ecnh minh h\u1ecda. Ngu\u1ed3n: Investopedia<\/p>\n<\/div>\n<\/div>\n

H\u1ec7 s\u1ed1 t\u01b0\u01a1ng quan\u00a0<\/font><\/h2>\n

Kh\u00e1i ni\u1ec7m<\/b><\/p>\n

H\u1ec7 s\u1ed1 t\u01b0\u01a1ng quan<\/b> trong ti\u1ebfng Anh l\u00e0 Correlation coefficient<\/b>.<\/p>\n

H\u1ec7 s\u1ed1 t\u01b0\u01a1ng quan<\/b> l\u00e0 ch\u1ec9 s\u1ed1 th\u1ed1ng k\u00ea \u0111o l\u01b0\u1eddng m\u1ee9c \u0111\u1ed9 m\u1ea1nh y\u1ebfu c\u1ee7a m\u1ed1i quan h\u1ec7 gi\u1eefa hai bi\u1ebfn s\u1ed1. Trong \u0111\u00f3:<\/i><\/p>\n

H\u1ec7 s\u1ed1 t\u01b0\u01a1ng quan c\u00f3 gi\u00e1 tr\u1ecb t\u1eeb -1.0 \u0111\u1ebfn 1.0. K\u1ebft qu\u1ea3 \u0111\u01b0\u1ee3c t\u00ednh ra l\u1edbn h\u01a1n 1.0 ho\u1eb7c nh\u1ecf h\u01a1n -1 c\u00f3 ngh\u0129a l\u00e0 c\u00f3 l\u1ed7i trong ph\u00e9p \u0111o t\u01b0\u01a1ng quan.<\/p>\n

– H\u1ec7 s\u1ed1 t\u01b0\u01a1ng quan c\u00f3 gi\u00e1 tr\u1ecb \u00e2m cho th\u1ea5y hai bi\u1ebfn c\u00f3 m\u1ed1i quan h\u1ec7 ngh\u1ecbch bi\u1ebfn ho\u1eb7c t\u01b0\u01a1ng quan \u00e2m (ngh\u1ecbch bi\u1ebfn tuy\u1ec7t \u0111\u1ed1i khi gi\u00e1 tr\u1ecb b\u1eb1ng -1)<\/p>\n

– H\u1ec7 s\u1ed1 t\u01b0\u01a1ng quan c\u00f3 gi\u00e1 tr\u1ecb d\u01b0\u01a1ng cho th\u1ea5y m\u1ed1i quan h\u1ec7 \u0111\u1ed3ng bi\u1ebfn ho\u1eb7c t\u01b0\u01a1ng quan d\u01b0\u01a1ng (\u0111\u1ed3ng bi\u1ebfn tuy\u1ec7t \u0111\u1ed1i khi gi\u00e1 tr\u1ecb b\u1eb1ng 1)<\/p>\n

– T\u01b0\u01a1ng quan b\u1eb1ng 0 cho hai bi\u1ebfn \u0111\u1ed9c l\u1eadp v\u1edbi nhau.<\/p>\n

C\u00e1ch t\u00ednh h\u1ec7 s\u1ed1 t\u01b0\u01a1ng quan Pearson<\/font><\/h3>\n

C\u00f3 nhi\u1ec1u lo\u1ea1i h\u1ec7 s\u1ed1 t\u01b0\u01a1ng quan, nh\u01b0ng lo\u1ea1i ph\u1ed5 bi\u1ebfn nh\u1ea5t l\u00e0 t\u01b0\u01a1ng quan Pearson. Ch\u1ec9 s\u1ed1 n\u00e0y \u0111o l\u01b0\u1eddng s\u1ee9c m\u1ea1nh v\u00e0 m\u1ed1i quan h\u1ec7 tuy\u1ebfn t\u00ednh gi\u1eefa hai bi\u1ebfn. N\u00f3 kh\u00f4ng th\u1ec3 \u0111o l\u01b0\u1eddng c\u00e1c m\u1ed1i quan h\u1ec7 phi tuy\u1ebfn gi\u1eefa hai bi\u1ebfn v\u00e0 kh\u00f4ng th\u1ec3 ph\u00e2n bi\u1ec7t gi\u1eefa c\u00e1c bi\u1ebfn ph\u1ee5 thu\u1ed9c v\u00e0 bi\u1ebfn \u0111\u1ed9c l\u1eadp.<\/p>\n

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C\u00f4ng th\u1ee9c t\u00ednh h\u1ec7 s\u1ed1 t\u01b0\u01a1ng quan Pearson<\/i><\/p>\n<\/div>\n<\/div>\n

Trong \u0111\u00f3:<\/b><\/i><\/p>\n

\u03c1xy<\/sub>:\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 H\u1ec7 s\u1ed1 t\u01b0\u01a1ng quan Pearson
Cov(x, y)<\/sub>: Hi\u1ec7p ph\u01b0\u01a1ng sai c\u1ee7a bi\u1ebfn x v\u00e0 y
\u03c3x<\/sub>:\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0\u0110\u1ed9 l\u1ec7ch chu\u1ea9n c\u1ee7a x
\u03c3y<\/sub>:\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u0110\u1ed9 l\u1ec7ch chu\u1ea9n c\u1ee7a y<\/p>\n

\u0110\u1ed9 l\u1ec7ch chu\u1ea9n th\u1ec3 hi\u1ec7n \u0111\u1ed9 ph\u00e2n t\u00e1n d\u1eef li\u1ec7u t\u1eeb so v\u1edbi m\u1ee9c trung b\u00ecnh. Hi\u1ec7p ph\u01b0\u01a1ng sai th\u1ec3 hi\u1ec7n m\u1ed1i quan h\u1ec7 tuy\u1ebfn t\u00ednh gi\u1eefa hai bi\u1ebfn.<\/p>\n

\u1ee8ng d\u1ee5ng c\u1ee7a h\u1ec7 s\u1ed1 t\u01b0\u01a1ng quan trong t\u00e0i ch\u00ednh<\/font><\/h3>\n

S\u1ee9c m\u1ea1nh c\u1ee7a m\u1ed1i quan h\u1ec7 d\u1ef1a tr\u00ean gi\u00e1 tr\u1ecb c\u1ee7a h\u1ec7 s\u1ed1 t\u01b0\u01a1ng quan. V\u00ed d\u1ee5: Gi\u00e1 tr\u1ecb 0,2 cho th\u1ea5y c\u00f3 m\u1ed1i t\u01b0\u01a1ng quan \u0111\u1ed3ng bi\u1ebfn, nh\u01b0ng n\u00f3 y\u1ebfu v\u00e0 kh\u00f4ng \u0111\u00e1ng k\u1ec3. C\u00e1c chuy\u00ean gia cho r\u1eb1ng t\u01b0\u01a1ng quan c\u00f3 \u00fd ngh\u0129a khi \u00edt nh\u1ea5t \u0111\u1ea1t gi\u00e1 tr\u1ecb 0,8. Tuy nhi\u00ean, h\u1ec7 s\u1ed1 t\u01b0\u01a1ng quan v\u1edbi gi\u00e1 tr\u1ecb tuy\u1ec7t \u0111\u1ed1i l\u00e0 0,9 ho\u1eb7c l\u1edbn h\u01a1n s\u1ebd th\u1ec3 hi\u1ec7n m\u1ed1i quan h\u1ec7 r\u1ea5t m\u1ea1nh m\u1ebd.<\/p>\n

V\u00ed d\u1ee5 1:
M\u1ed9t h\u1ec7 s\u1ed1 t\u01b0\u01a1ng quan c\u00f3 th\u1ec3 \u0111\u01b0\u1ee3c t\u00ednh \u0111\u1ec3 x\u00e1c \u0111\u1ecbnh m\u1ee9c \u0111\u1ed9 t\u01b0\u01a1ng quan gi\u1eefa gi\u00e1 d\u1ea7u th\u00f4 v\u00e0 gi\u00e1 c\u1ed5 phi\u1ebfu c\u1ee7a m\u1ed9t c\u00f4ng ty s\u1ea3n xu\u1ea5t d\u1ea7u, nh\u01b0 Exxon Mobil Corporation. V\u00ec c\u00e1c c\u00f4ng ty d\u1ea7u m\u1ecf ki\u1ebfm \u0111\u01b0\u1ee3c l\u1ee3i nhu\u1eadn l\u1edbn h\u01a1n khi gi\u00e1 d\u1ea7u t\u0103ng n\u00ean hai bi\u1ebfn n\u00e0y c\u00f3 m\u1ed1i t\u01b0\u01a1ng quan d\u01b0\u01a1ng.<\/p>\n

V\u00ed d\u1ee5 2:
H\u1ec7 s\u1ed1 t\u01b0\u01a1ng quan d\u00f9ng \u0111\u1ec3 x\u00e1c \u0111\u1ecbnh m\u1ee9c \u0111\u1ed9 hi\u1ec7u qu\u1ea3 c\u1ee7a m\u1ed9t qu\u0129 t\u01b0\u01a1ng h\u1ed7 so v\u1edbi ch\u1ec9 s\u1ed1 chu\u1ea9n c\u1ee7a n\u00f3 (benchmark index), ho\u1eb7c c\u00e1c t\u00e0i s\u1ea3n ho\u1eb7c qu\u0129 kh\u00e1c. B\u1eb1ng c\u00e1ch th\u00eam m\u1ed9t qu\u0129 t\u01b0\u01a1ng h\u1ed7 th\u1ea5p c\u00f3 m\u1ee9c \u0111\u1ed9 t\u01b0\u01a1ng quan th\u1ea5p ho\u1eb7c t\u01b0\u01a1ng quan ngh\u1ecbch v\u00e0o danh m\u1ee5c \u0111\u1ea7u t\u01b0 hi\u1ec7n c\u00f3, nh\u00e0 \u0111\u1ea7u t\u01b0 \u0111\u1ea1t \u0111\u01b0\u1ee3c l\u1ee3i \u00edch \u0111a d\u1ea1ng h\u00f3a.<\/p>\n

N\u00f3i c\u00e1ch kh\u00e1c, c\u00e1c nh\u00e0 \u0111\u1ea7u t\u01b0 c\u00f3 th\u1ec3 s\u1eed d\u1ee5ng c\u00e1c t\u00e0i s\u1ea3n ho\u1eb7c ch\u1ee9ng kho\u00e1n c\u00f3 m\u1ed1i t\u01b0\u01a1ng quan \u00e2m \u0111\u1ec3 ph\u00f2ng ng\u1eeba danh m\u1ee5c \u0111\u1ea7u t\u01b0 c\u1ee7a h\u1ecd v\u00e0 gi\u1ea3m r\u1ee7i ro bi\u1ebfn \u0111\u1ed9ng c\u1ee7a th\u1ecb tr\u01b0\u1eddng.<\/p>\n

Th\u1ed1ng k\u00ea v\u1ec1 m\u1ed1i t\u01b0\u01a1ng quan c\u0169ng cho ph\u00e9p c\u00e1c nh\u00e0 \u0111\u1ea7u t\u01b0 x\u00e1c \u0111\u1ecbnh khi n\u00e0o m\u1ed1i t\u01b0\u01a1ng quan gi\u1eefa hai bi\u1ebfn thay \u0111\u1ed5i. V\u00ed d\u1ee5, c\u1ed5 phi\u1ebfu ng\u00e2n h\u00e0ng th\u01b0\u1eddng c\u00f3 m\u1ed1i t\u01b0\u01a1ng quan t\u00edch c\u1ef1c v\u1edbi l\u00e3i su\u1ea5t v\u00ec\u00a0l\u00e3i su\u1ea5t cho vay\u00a0th\u01b0\u1eddng \u0111\u01b0\u1ee3c t\u00ednh d\u1ef1a tr\u00ean l\u00e3i su\u1ea5t th\u1ecb tr\u01b0\u1eddng:<\/p>\n

– N\u1ebfu gi\u00e1 c\u1ed5 phi\u1ebfu c\u1ee7a m\u1ed9t ng\u00e2n h\u00e0ng \u0111ang gi\u1ea3m trong khi l\u00e3i su\u1ea5t \u0111ang t\u0103ng, c\u00e1c nh\u00e0 \u0111\u1ea7u t\u01b0 c\u00f3 th\u1ec3 \u0111\u1eb7t ra nghi v\u1ea5n g\u00ec \u0111\u00f3.<\/p>\n

– N\u1ebfu gi\u00e1 c\u1ed5 phi\u1ebfu c\u1ee7a c\u00e1c ng\u00e2n h\u00e0ng t\u01b0\u01a1ng t\u1ef1 trong ng\u00e0nh c\u0169ng t\u0103ng, nh\u00e0 \u0111\u1ea7u t\u01b0 c\u00f3 th\u1ec3 k\u1ebft lu\u1eadn r\u1eb1ng c\u1ed5 phi\u1ebfu ng\u00e2n h\u00e0ng gi\u1ea3m kh\u00f4ng ph\u1ea3i do l\u00e3i su\u1ea5t, c\u00f3 th\u1ec3 do ng\u00e2n h\u00e0ng ho\u1ea1t \u0111\u1ed9ng k\u00e9m ho\u1eb7c g\u1eb7p v\u1ea5n \u0111\u1ec1 v\u1ec1 n\u1ed9i b\u1ed9…<\/p>\n

(T\u00e0i li\u1ec7u tham kh\u1ea3o: Investopedia<\/i>)<\/p>\n<\/p><\/div>\n","protected":false},"excerpt":{"rendered":"

\n H\u1ec7 s\u1ed1 t\u01b0\u01a1ng quan (ti\u1ebfng Anh: Correlation Coefficient) l\u00e0 ch\u1ec9 s\u1ed1 th\u1ed1ng k\u00ea \u0111o l\u01b0\u1eddng m\u1ee9c \u0111\u1ed9 m\u1ea1nh y\u1ebfu c\u1ee7a m\u1ed1i quan h\u1ec7 gi\u1eefa hai bi\u1ebfn s\u1ed1.\n <\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[414],"tags":[],"_links":{"self":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/25763"}],"collection":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/comments?post=25763"}],"version-history":[{"count":0,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/25763\/revisions"}],"wp:attachment":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/media?parent=25763"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/categories?post=25763"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/tags?post=25763"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}