Correlation Radar Alp12Mn AvrROE DivToP GrowAPS GrowAsst GrowBPS GrowCFPS GrowDPS GrowEPS GrowSPS HistAlp HistSigm InvVsSal LevGrow Payout5 PredSigm RecVsSal Ret12Mn Ret3Mn Ret1Mn ROE _CshPlow _DDM _EarnMom _EstChgs _EstRvMd _Neglect _NrmEToP _PredEToP _RelStMd _ResRev _SectMom AssetToP ARM_Pref_Earnings AvrCFtoP AvrDtoP AvrEtoP ARM_Sec_Earnings BondSens BookToP Capt CaptAdj CashToP CshFlToP CurrSen DivCuts5 EarnToP Earnvar Earnyld Growth HistBeta IndConc Leveflag Leverag Leverage Lncap Momentum Payoflag PredBeta Ret_11M_Momentum PotDilu Price ProjEgro RecEPSGr SalesToP Size SizeNonl Tradactv TradVol Value VarDPS Volatility Yield CFROI ADJUST ERC RC SPX R1000 MarketCap TotalRisk Value_AX truncate_ret_1mo truncate_PredSigma Residual_Returns ARM_Revenue ARM_Rec_Comp ARM_Revisions_Comp ARM_Global_Rank ARM_Score TEMP EQ_Raw EQ_Region_Rank EQ_Acc_Comp EQ_CF_Comp EQ_Oper_Eff_Comp EQ_Exc_Comp -0.5 0 0.5 1 Example (using R) require(plotrix) corelations <- c(1:97) corelation.names <- names(corelations) <- c("Alp12Mn", "AvrROE", "DivToP", "GrowAPS", "GrowAsst", "GrowBPS", "GrowCFPS", ... corelations <- c(0.223, 0.1884, -0.131, 0.1287, 0.0307, ... par(ps=6) radial.plot(corelations, labels=corelation.names,rp.type="p", main="Correlation Radar", radial.lim=c(-1,1),line.col="blue") c 2013 Performance Dynamics Mo e Than Monitoring March 28, 2013 38 / 47