Correlation Analysis
Amazon.Com Inc vs The Allstate Corporation
AMZN vs ALL
+0.823
Strong positive
When one moves up, the other tends to follow.
Amazon.Com Inc
↗AMZN
Amazon is the leading online retailer and marketplace for third party sellers. Retail related revenue represents approximately 74% of total, followed by Amazon Web Services (17%), and advertising services (9%). International segments constitute 22% of Amazon's total revenue, led by Germany, the United Kingdom, and Japan.
Market cap 2.3T
The Allstate Corporation
↗ALL
Allstate is one of the largest US property-casualty insurers in the US. Personal auto represents the largest percentage of revenue, but the company offers homeowners insurance and other insurance products. Allstate products are sold in North America primarily by about 6,000 exclusive agents.
Market cap 54.1B · 53,300 employees
Time Series
Relative Performance
Who Moves First
AMZN leads ALL by 2 days
AMZN tends to move before ALL.
After testing 13 timing shifts, the strongest relationship was +0.823 (they moved in the same direction).
Do They Crash Together?
Correlation by Market Regime
How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.
Both Rising
+0.139
14 periods · Return correlation when both series rose
Both Falling
-0.444
6 periods · Return correlation when both series fell
Diverging
-0.630
15 periods · Return correlation when series moved apart
R-Squared
67.7%
Share of variance in one series explained by the other.
Trend Agreement
50.4%
How often both series moved in the same direction period-to-period.
Overlap Quality
1,254
Deep shared window — 1,254 usable pairs.
Significance
p < 0.001
95% CI: [0.804, 0.840]
Scatter
XY Regression
Pipeline
Data quality details
Pipeline
Data quality details
Pipeline Summary
1,254 paired data points survived the daily window.
Raw input
1,254
1,254
Normalized
1,254
1,254
Prepared
1,254
1,254
Aligned
1,254
1,254
Invalid removed
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
0
A: 0 / B: 0
Series A
Amazon.Com Inc
AMZN
Market cap 2.3T
Stock · 1,254 raw → 1,254 prepared
Series B
The Allstate Corporation
ALL
Market cap 54.1B · 53,300 employees
Stock · 1,254 raw → 1,254 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
75
Estimated crossover points between normalized spreads.
Slope
0.6819
Linear regression slope.
Intercept
40.3032
Linear regression intercept.
Related Extremes
Highest and Lowest Correlated
Saved 5 hours ago · ID: stock-amzn-vs-stock-all-daily-20260408-vpa5ud