Experiment Specifying the Notion ‘Weak Correlation of Market Share Prices’

The article shows results of the experiment demonstrating interdependence of random value changes – market share prices of public companies – and close to zero correlation. For the experiment three pairs of Russian public stock companies were chosen with positive, negative and close to zero coefficients of correlation of market share prices for 24 months, from September 1, 2023 to August 1, 2025. Interdependence of share price changes remained with correlation coefficient close to zero. Findings of the experiment can be interesting for qualified investors therefore they are presented for inter-disciplinary discussion.

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