เกี่ยวกับความสัมพันธ์ของหุ้นและการกระจายความเสี่ยงของพอร์ตโฟลิโอ

That's a good question. True non-correlation is tough to find, especially during systemic shocks. Often, what appears uncorrelated in calm markets can become highly correlated in a downturn. I tend to focus more on understanding the underlying drivers of different asset classes and their responses to various economic regimes rather than just relying on historical correlation coefficients.