| Period | Stock code | Average correlation coefficient |
| 2016.10-2017.04 | 600387.SH, 002353.SZ, 002267.SZ, 601808.SH | 0.4855 | 2017.04-2017.10 | 600583.SH, 000852.SZ, 002221.SZ, 002353.SZ, 002490.SZ, 002554.SZ | 0.4038 | 2017.10-2018.04 | 000552.SZ, 600777.SH, 000983.SZ, 002128.SZ, 600971.SH, 601088.SH, 601225.SH, 601699.SH, 600028.SH, 600188.SH | 0.6198 | 2018.04-2018.10 | 000096.SZ, 601918.SH, 600856.SH, 601015.SH, 300157.SZ, 601699.SH, 600123.SH, 600188.SH, 600348.SH | 0.5152 |
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