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NYダウとドル円は連動しているのか?過去2年間の相関係数から見る

日本とアメリカ

NYダウの上昇下落は、ドル円為替と連動しているのでしょうか?
日経平均は、ドル円が円安・円高になれば動きますが、NYダウは、ドルが上下するのと関係するのか調べてみました。

NYダウとドル円為替の相関関係

NYダウとドル円為替の終値で1か月間の相関係数を計算してみました。

〇NYダウとドル円為替の相関グラフ
NYダウとドル円為替の相関チャート

NYダウとドル円為替の相関係数のグラフになります。

相関係数は、-1から1の間になり、1に近づくほど正の相関(ドル円が上昇すればNYダウも上昇するというような同じ動き)が強くなり、-1に近づくほど負の相関(ドル円が上昇するとNYダウが下落するという反対の動き)が強くなります。

相関係数が、0.7以上で強い正の相関、-0.7以下で強い負の相関となります。

上記のグラフを見てみると強い相関の出ている時期は少なく、さらに正の相関と負の相関を行ったり来たりしていることがわかります。

これは、1か月という期間では、長期的にはほとんど相関がないといっていいでしょう。

NYダウとドル円為替は、あまり相関がなく、連動しているとは言えないことがわかりました。

友だち追加

NYダウとドルインデックスの相関関係

NYダウは、ドル円為替とは相関がありませんでしたが、ドルインデックス(ドルが他の通貨に対して上昇しているかを示す指標)とはどうでしょうか?
NYダウは、アメリカのニュー良く市場の指標ですので、ドル単独の指標であるドルインデックスには相関がありそうです。

〇NYダウとドルインデックスの相関グラフ
NYダウとドルインデックスの相関

残念ながら、上記のグラフを見てみるとドル円為替と同じようなグラフになっており、相関の高い部分はドル円為替より多いですが、相関があるとは言えないグラフになっています。

NYダウは、ドル高ドル安に関係なく、株価が動いていることがわかります。

スポンサーリンク

NYダウと為替の関係まとめ

日経平均は、輸出企業が多いので、円高・円安で収益が大きく変わってきて、株価が敏感に反応しますが、NYダウは、グローバル企業は多いですが、内需企業もあり、ドル高ドル安の影響を大きく受けるような銘柄があまりないのが、為替との相関がない理由だと思われます。

NYダウは、アメリカンオールスターと呼ばれる企業が選ばれていて、上記のドル為替との相関係数より、為替の影響を受けづらい企業群といえるのではないでしょうか。

友だち追加

〇2017年のNYダウとドル円為替の相関係数

日付NYダウドル円相関
2017/1/319881.75977117.750.824460608
2017/1/419942.16016117.270.799375237
2017/1/519899.28906115.360.730063006
2017/1/619963.80078116.920.710346258
2017/1/919887.38086116.030.570457513
2017/1/1019855.5293115.770.338604422
2017/1/1119954.2793115.410.126319602
2017/1/1219891114.72-0.015929085
2017/1/1319885.73047114.530.019996615
2017/1/1719826.76953112.640.202844343
2017/1/1819804.7207114.670.3251336
2017/1/1919732.40039114.870.442632255
2017/1/2019827.25114.620.469763851
2017/1/2319799.84961112.70.474588412
2017/1/2419912.71094113.80.3773774
2017/1/2520068.50977113.280.092396833
2017/1/2620100.91016114.53-0.025415027
2017/1/2720093.7793115.08-0.0798421
2017/1/3019971.13086113.78-0.073984503
2017/1/3119864.08984112.8-0.004521938
2017/2/119890.93945113.250.107538095
2017/2/219884.91016112.810.164009485
2017/2/320071.46094112.70.021506976
2017/2/620052.41992111.75-0.091389737
2017/2/720090.28906112.39-0.236077219
2017/2/820054.33984111.94-0.284869772
2017/2/920172.40039113.25-0.252520076
2017/2/1020269.36914113.22-0.270209881
2017/2/1320412.16016113.75-0.164612615
2017/2/1420504.41016114.26-0.003497256
2017/2/1520611.85938114.170.047053336
2017/2/1620619.76953113.230.085239164
2017/2/1720624.05078112.880.153219989
2017/2/2120743113.690.285726386
2017/2/2220775.59961113.30.22494793
2017/2/2320810.32031112.590.168100793
2017/2/2420821.75977112.190.057050848
2017/2/2720837.43945112.70.068318439
2017/2/2820812.24023112.780.160979432
2017/3/121115.55078113.730.314578197
2017/3/221002.9707114.410.395443244
2017/3/321005.71094114.020.485653767
2017/3/620954.33984113.890.515806561
2017/3/720924.75977113.980.52356596
2017/3/820855.73047114.350.443395003
2017/3/920858.18945114.940.38083121
2017/3/1020902.98047114.750.22603346
2017/3/1320881.48047114.880.222096603
2017/3/1420837.36914114.750.179915968
2017/3/1520950.09961113.380.183198169
2017/3/1620934.55078113.310.275914197
2017/3/1720914.61914112.720.330394174
2017/3/2020905.85938112.560.287072944
2017/3/2120668.00977111.720.390785589
2017/3/2220661.30078111.160.554011502
2017/3/2320656.58008110.940.646862992
2017/3/2420596.7207111.340.693242681
2017/3/2720550.98047110.660.753545194
2017/3/2820701.5111.160.767608506
2017/3/2920659.32031111.050.784671867
2017/3/3020728.49023111.920.823132046
2017/3/3120663.2207111.390.822545226
2017/4/320650.21094110.890.832204265
2017/4/420689.24023110.750.829226242
2017/4/520648.15039110.70.827874294
2017/4/620662.94922110.810.829073864
2017/4/720656.09961111.070.840050643
2017/4/1020658.01953110.940.830394174
2017/4/1120651.30078109.620.816206713
2017/4/1220591.85938109.030.855301892
2017/4/1320453.25109.090.851993607
2017/4/1720636.91992108.910.750419261
2017/4/1820523.2793108.420.729165656
2017/4/1920404.49023108.860.718097984
2017/4/2020578.71094109.320.719179373
2017/4/2120547.75977109.080.72663636
2017/4/2420763.89063109.770.626953156
2017/4/2520996.11914111.090.605793778
2017/4/2620975.08984111.060.625952018
2017/4/2720981.33008111.270.645135213
2017/4/2820940.50977111.550.68949728
2017/5/120913.46094111.840.742600941
2017/5/220949.89063111.980.799284799
2017/5/320957.90039112.750.828430862
2017/5/420951.4707112.460.844527348
2017/5/521006.93945112.720.86693372
2017/5/821012.2793113.250.881887955
2017/5/920975.7793113.980.881596237
2017/5/1020943.10938114.280.867816306
2017/5/1120919.41992113.860.850632931
2017/5/1220896.60938113.340.833590089
2017/5/1520981.93945113.780.825284141
2017/5/1620979.75113.120.815607397
2017/5/1720606.92969110.820.771797481
2017/5/1820663.01953111.50.700481347
2017/5/1920804.83984111.280.639914508
2017/5/2220894.83008111.30.493836172
2017/5/2320937.91016111.780.411062422
2017/5/2421012.41992111.50.42364471
2017/5/2521082.94922111.830.408766817
2017/5/2621080.2793111.340.35297069
2017/5/3021029.4707110.850.2791725
2017/5/3121008.65039110.780.218905237
2017/6/121144.17969111.360.138328087
2017/6/221206.28906110.42-0.015696862
2017/6/521184.03906110.47-0.109739403
2017/6/621136.23047109.41-0.20374167
2017/6/721173.68945109.81-0.288469269
2017/6/821182.5293110-0.352390943
2017/6/921271.9707110.34-0.397383719
2017/6/1221235.66992109.94-0.429478184
2017/6/1321328.4707110.07-0.441998084
2017/6/1421374.56055109.58-0.550821868
2017/6/1521359.90039110.94-0.561447615
2017/6/1621384.2793110.86-0.59251338
2017/6/1921528.99023111.53-0.368610402
2017/6/2021467.14063111.44-0.222031741
2017/6/2121410.0293111.38-0.107530257
2017/6/2221397.28906111.330.063011814
2017/6/2321394.75977111.290.19198622
2017/6/2621409.55078111.840.368213676
2017/6/2721310.66016112.360.425753198
2017/6/2821454.60938112.30.527152537
2017/6/2921287.0293112.180.550395062
2017/6/3021349.63086112.380.610384846
2017/7/321479.26953113.390.64582612
2017/7/521478.16992113.270.674786699
2017/7/621320.03906113.220.538587596
2017/7/721414.33984113.890.469132381
2017/7/1021408.51953114.040.384096761
2017/7/1121409.07031113.940.326107263
2017/7/1221532.14063113.160.246200549
2017/7/1321553.08984113.280.232556366
2017/7/1421637.74023112.530.17768892
2017/7/1721629.7207112.640.1299915
2017/7/1821574.73047112.080.046564049
2017/7/1921640.75111.970.027302934
2017/7/2021611.7793111.91-0.02179754
2017/7/2121580.07031111.12-0.138464154
2017/7/2421513.16992111.11-0.212792687
2017/7/2521613.42969111.89-0.31948677
2017/7/2621711.00977111.17-0.449919738
2017/7/2721796.55078111.25-0.564953014
2017/7/2821830.31055110.67-0.65032953
2017/7/3121891.11914110.25-0.787312575
2017/8/121963.91992110.36-0.850963179
2017/8/222016.24023110.73-0.842228049
2017/8/322026.09961110.05-0.857290058
2017/8/422092.81055110.69-0.842650781
2017/8/722118.41992110.75-0.814371437
2017/8/822085.33984110.31-0.805096957
2017/8/922048.69922110.08-0.7931429
2017/8/1021844.00977109.22-0.72078241
2017/8/1121858.32031109.19-0.657219146
2017/8/1421993.71094109.64-0.656571079
2017/8/1521998.99023110.67-0.628584544
2017/8/1622024.86914110.19-0.589290647
2017/8/1721750.73047109.57-0.471973735
2017/8/1821674.50977109.19-0.255815879
2017/8/2121703.75108.98-0.078258212
2017/8/2221899.89063109.570.047722638
2017/8/2321812.08984109.030.372798049
2017/8/2421783.40039109.560.569833127
2017/8/2521813.66992109.360.751328524
2017/8/2821808.40039109.250.841747195
2017/8/2921865.36914109.750.85791348
2017/8/3021892.42969110.230.845318262
2017/8/3121948.09961109.970.850027963
2017/9/121987.56055110.270.85347012
2017/9/521753.31055108.810.842573198
2017/9/621807.64063109.230.812258046
2017/9/721784.7793108.450.769761033
2017/9/821797.78906107.840.691097753
2017/9/1122057.36914109.410.624566872
2017/9/1222118.85938110.170.649695247
2017/9/1322158.17969110.480.697079006
2017/9/1422203.48047110.230.701085952
2017/9/1522268.33984110.840.74866762
2017/9/1822331.34961111.570.825442336
2017/9/1922370.80078111.590.868589128
2017/9/2022412.58984112.220.893404061
2017/9/2122359.23047112.470.901611521
2017/9/2222349.58984111.980.907214262
2017/9/2522296.08984111.730.917972306
2017/9/2622284.32031112.230.915802823
2017/9/2722340.71094112.830.911081789
2017/9/2822381.19922112.340.919317009
2017/9/2922405.08984112.490.935888308
2017/10/222557.59961112.770.940333606
2017/10/322641.66992112.860.941562207
2017/10/422661.64063112.750.932317569
2017/10/522775.39063112.820.913352501
2017/10/622773.66992112.640.870733833
2017/10/922783.81055112.670.801363169

〇2017年のNYダウとドルインデックスの相関係数

日付NYダウドルインデックス相関
2017/1/319881.75977103.20.79623667
2017/1/419942.16016102.710.809173226
2017/1/519899.28906101.530.724356626
2017/1/619963.80078102.210.680281566
2017/1/919887.38086101.910.515068152
2017/1/1019855.52931020.383595368
2017/1/1119954.2793101.750.234263726
2017/1/1219891101.380.091775635
2017/1/1319885.73047101.190.137255847
2017/1/1719826.76953100.320.194093323
2017/1/1819804.7207100.920.322226068
2017/1/1919732.40039101.140.443072311
2017/1/2019827.25100.690.477057634
2017/1/2319799.84961100.130.478332176
2017/1/2419912.71094100.340.364200978
2017/1/2520068.50977100.020.05071281
2017/1/2620100.91016100.38-0.138724646
2017/1/2720093.7793100.53-0.267603286
2017/1/3019971.13086100.41-0.26259229
2017/1/3119864.0898499.48-0.166665483
2017/2/119890.9394599.61-0.073133895
2017/2/219884.9101699.79-0.032205951
2017/2/320071.4609499.84-0.161878975
2017/2/620052.4199299.86-0.211613225
2017/2/720090.28906100.25-0.294728416
2017/2/820054.33984100.26-0.296774089
2017/2/920172.40039100.65-0.195666346
2017/2/1020269.36914100.79-0.110767385
2017/2/1320412.16016100.950.10493445
2017/2/1420504.41016101.230.355944102
2017/2/1520611.85938101.160.466384199
2017/2/1620619.76953100.430.500552506
2017/2/1720624.05078100.950.715002691
2017/2/2120743101.360.828902284
2017/2/2220775.59961101.190.85285268
2017/2/2320810.32031101.050.866945844
2017/2/2420821.75977101.090.86649307
2017/2/2720837.43945101.130.872024413
2017/2/2820812.24023101.130.885060228
2017/3/121115.55078101.780.914846224
2017/3/221002.9707102.20.904356828
2017/3/321005.71094101.550.895830218
2017/3/620954.33984101.640.883510148
2017/3/720924.75977101.810.872225787
2017/3/820855.73047102.080.828134732
2017/3/920858.18945101.850.792829289
2017/3/1020902.98047101.250.722918782
2017/3/1320881.48047101.310.683251773
2017/3/1420837.36914101.570.661209259
2017/3/1520950.09961100.580.519072232
2017/3/1620934.55078100.190.414314685
2017/3/1720914.61914100.110.337720766
2017/3/2020905.85938100.230.178781335
2017/3/2120668.0097799.610.361684199
2017/3/2220661.3007899.470.535370776
2017/3/2320656.5800899.560.630232634
2017/3/2420596.720799.440.69682247
2017/3/2720550.9804798.970.760104547
2017/3/2820701.599.550.775840847
2017/3/2920659.3203199.840.791231703
2017/3/3020728.49023100.280.78518321
2017/3/3120663.2207100.220.755823493
2017/4/320650.21094100.410.72232301
2017/4/420689.24023100.430.68951007
2017/4/520648.15039100.440.641369795
2017/4/620662.94922100.570.618780547
2017/4/720656.09961101.120.531872418
2017/4/1020658.01953100.950.428779379
2017/4/1120651.30078100.620.334010302
2017/4/1220591.85938100.710.192321176
2017/4/1320453.25100.460.052466362
2017/4/1720636.91992100.190.050228345
2017/4/1820523.279399.40.161353163
2017/4/1920404.4902399.640.248427752
2017/4/2020578.7109499.690.292244404
2017/4/2120547.7597799.880.343907092
2017/4/2420763.8906398.970.162150908
2017/4/2520996.1191498.65-0.22957501
2017/4/2620975.0898498.92-0.450349013
2017/4/2720981.3300898.95-0.529765534
2017/4/2820940.5097798.9-0.585704028
2017/5/120913.4609498.93-0.628775527
2017/5/220949.8906398.83-0.660534499
2017/5/320957.9003999.08-0.67537793
2017/5/420951.470798.65-0.702863109
2017/5/521006.9394598.53-0.725142806
2017/5/821012.279398.94-0.734717363
2017/5/920975.779399.54-0.740087691
2017/5/1020943.1093899.56-0.748850097
2017/5/1120919.4199299.5-0.747819017
2017/5/1220896.6093899.13-0.753443744
2017/5/1520981.9394598.8-0.700857355
2017/5/1620979.7598-0.648163758
2017/5/1720606.9296997.46-0.274197469
2017/5/1820663.0195397.770.014351895
2017/5/1920804.8398497.030.233083148
2017/5/2220894.8300896.880.519759348
2017/5/2320937.9101697.260.527478777
2017/5/2421012.4199297.150.416870547
2017/5/2521082.9492297.180.268210049
2017/5/2621080.279397.360.16679698
2017/5/3021029.470797.210.111084677
2017/5/3121008.6503996.850.071868953
2017/6/121144.1796997.14-0.012208935
2017/6/221206.2890696.67-0.133561822
2017/6/521184.0390696.75-0.20399249
2017/6/621136.2304796.59-0.264436387
2017/6/721173.6894596.71-0.329732396
2017/6/821182.529396.9-0.382048212
2017/6/921271.970797.24-0.392412467
2017/6/1221235.6699297.12-0.403168579
2017/6/1321328.470796.94-0.406608297
2017/6/1421374.5605596.92-0.517908458
2017/6/1521359.9003997.44-0.43783475
2017/6/1621384.279397.15-0.304318713
2017/6/1921528.9902397.330.145733226
2017/6/2021467.1406397.410.25720402
2017/6/2121410.029397.220.240145538
2017/6/2221397.2890697.30.368128585
2017/6/2321394.7597796.940.379331201
2017/6/2621409.5507897.120.42460547
2017/6/2721310.6601696.090.387449735
2017/6/2821454.6093895.740.195259382
2017/6/2921287.029395.370.191670844
2017/6/3021349.6308695.420.189815446
2017/7/321479.2695395.970.090271931
2017/7/521478.1699296.060.030005365
2017/7/621320.0390695.580.045858872
2017/7/721414.3398495.790.027942087
2017/7/1021408.5195395.780.062995639
2017/7/1121409.0703195.420.118392155
2017/7/1221532.1406395.510.10657442
2017/7/1321553.0898495.510.03170905
2017/7/1421637.7402394.93-0.155359437
2017/7/1721629.720794.9-0.23737421
2017/7/1821574.7304794.4-0.301623174
2017/7/1921640.7594.59-0.473769807
2017/7/2021611.779394.12-0.584873367
2017/7/2121580.0703193.68-0.615726077
2017/7/2421513.1699293.8-0.597700733
2017/7/2521613.4296993.89-0.621715148
2017/7/2621711.0097793.5-0.695061173
2017/7/2721796.5507893.72-0.706527845
2017/7/2821830.3105593.11-0.75851404
2017/7/3121891.1191492.72-0.82150502
2017/8/121963.9199292.9-0.84442607
2017/8/222016.2402392.7-0.863597515
2017/8/322026.0996192.71-0.881117772
2017/8/422092.8105593.42-0.842210722
2017/8/722118.4199293.31-0.809107648
2017/8/822085.3398493.52-0.766392543
2017/8/922048.6992293.43-0.727213768
2017/8/1021844.0097793.3-0.704713032
2017/8/1121858.3203192.96-0.680683513
2017/8/1421993.7109493.31-0.675443638
2017/8/1521998.9902393.76-0.630446866
2017/8/1622024.8691493.44-0.567487076
2017/8/1721750.7304793.53-0.524585982
2017/8/1821674.5097793.36-0.440369046
2017/8/2121703.7593.01-0.334671951
2017/8/2221899.8906393.46-0.218006761
2017/8/2321812.0898493.07-0.031173495
2017/8/2421783.4003993.20.035622273
2017/8/2521813.6699292.680.171432134
2017/8/2821808.4003992.140.238493782
2017/8/2921865.3691492.180.245184818
2017/8/3021892.4296992.820.258968247
2017/8/3121948.0996192.630.282133959
2017/9/121987.5605592.770.304700588
2017/9/521753.3105592.230.337411513
2017/9/621807.6406392.250.339435453
2017/9/721784.779391.640.312817524
2017/9/821797.7890691.330.276552488
2017/9/1122057.3691491.850.116031272
2017/9/1222118.8593891.86-0.027679585
2017/9/1322158.1796992.51-0.091589985
2017/9/1422203.4804792.11-0.238797378
2017/9/1522268.3398491.86-0.390506339
2017/9/1822331.3496191.85-0.402453157
2017/9/1922370.8007891.56-0.41847419
2017/9/2022412.5898492.3-0.332992357
2017/9/2122359.2304792.05-0.334488761
2017/9/2222349.5898491.97-0.3006784
2017/9/2522296.0898492.44-0.163242642
2017/9/2622284.3203192.78-0.020510521
2017/9/2722340.7109493.170.088250055
2017/9/2822381.1992292.930.159859586
2017/9/2922405.0898492.880.296792568
2017/10/222557.5996193.410.453501271
2017/10/322641.6699293.410.591468698
2017/10/422661.6406393.280.68397573
2017/10/522775.3906393.80.788512173
2017/10/622773.6699293.640.815830833
2017/10/922783.8105593.550.807738799
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