The Heat Map

If the ‘Heat Map’ box is checked (circled below), positive correlations will appear in gradations of red, while negative gradations will appear in gradations of blue. If you mouseover a correlation number, a tooltip will display the corresponding two stocks for that value.

If you mouse over an identity cell (the diagonal set of cells with values of 1), then the tooltip will indicate the tickers in the table that are most and least correlated with the selected identity ticker along with the associated correlation values.