  The clustering of companies within a specific stock market index is studied
by means of super-paramagnetic transitions of an appropriate q-state Potts
model where the spins correspond to companies and the interactions are
functions of the correlation coefficients determined from the time dependence
of the companies' individual stock prices. The method is a generalization of
the clustering algorithm by Domany et. al. to the case of anti-ferromagnetic
interactions corresponding to anti-correlations. For the Dow Jones Industrial
Average where no anti-correlations were observed in the investigated time
period, the previous results obtained by different tools were well reproduced.
For the Standard & Poor's 500, where anti-correlations occur, repulsion between
stocks modify the cluster structure.
