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Correlation Analysis

Meta Platforms, Inc. Class A Common Stock vs PAYEMS

META vs PAYEMS

+0.880

Very strong positive

When one moves up, the other tends to follow.

META logo

Meta Platforms, Inc. Class A Common Stock

META

Meta is the largest social media company in the world, boasting close to 4 billion monthly active users worldwide. The firm's "Family of Apps," its core business, consists of Facebook, Instagram, Messenger, and WhatsApp. End users can leverage these applications for a variety of different purposes, from keeping in touch with friends to following celebrities and running digital businesses for free. Meta packages customer data, gleaned from its application ecosystem and sells ads to digital advertisers. While the firm has been investing heavily in its Reality Labs business, it remains a very small part of Meta's overall sales.

Market cap 1.4T

F

PAYEMS

PAYEMS

Jun 1, 2021 — Mar 1, 2026Monthly54 data pointsStockFREDTechnology

Time Series

Relative Performance

Green: METAGray: PAYEMS36 of 54 points (sampled)

Who Moves First

PAYEMS leads META by 6 months

PAYEMS tends to move before META.

After testing 13 timing shifts, the strongest relationship was +0.898 (they moved in the same direction).

Stability

Rolling Correlation

How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.

Dashed line = zero correlationRange: -1 to +1

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

+0.505

19 periods · Return correlation when both series rose

Both Falling

N/A

1 periods · Return correlation when both series fell

Diverging

-0.059

15 periods · Return correlation when series moved apart

R-Squared

77.4%

Share of variance in one series explained by the other.

Trend Agreement

54.7%

How often both series moved in the same direction period-to-period.

Overlap Quality

54

Thin shared window — 54 usable pairs.

Significance

p < 0.001

95% CI: [0.800, 0.929]

Scatter

XY Regression

-450200400600800815144,795146,000148,000150,000152,000154,000156,000158,000159,662Meta Platforms, Inc. Class A Common StockPAYEMSData pointsFit (r = 0.88)

Pipeline

Data quality details

Pipeline Summary

54 paired data points survived the monthly window.

Raw input

1,107

1,047

Normalized

1,107

1,047

Prepared

55

1,047

Aligned

54

54

Invalid removed

0

A: 0 / B: 0

Duplicates removed

0

A: 0 / B: 0

Alignment drops

994

A: 1 / B: 993

Series A

META logo

Meta Platforms, Inc. Class A Common Stock

META

Market cap 1.4T

Stock · 1,107 raw → 55 prepared

Series B

F

PAYEMS

FRED · 1,047 raw → 1,047 prepared

Sign agreement

100.0%

How often both values share the same sign.

Zero crossings

1

Estimated crossover points between normalized spreads.

Slope

12.8030

Linear regression slope.

Intercept

150743.9350

Linear regression intercept.

Related Extremes

Highest and Lowest Correlated

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