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Correlation
of values
-53%
In sync
of periods
27%
History
monthsmonths · through 2026-04
13
These move in the same direction about 27% of the time
Their swing sizes loosely mirror each other (~29% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Aaa Corporate Bond Yield moves ~2 months before Existing Home Sales
Watch Aaa Corporate Bond Yield for an early read on Existing Home Sales.
Advanced
Statistics
In sync(i)
27.3%
Headline metric
Movement correlation(i)
-53%
Based on values
95% CI
-84% → +2%
Pipeline
Pipeline Summary
13 paired data points survived the monthly window.
Raw input
1,289
13
Normalized
1,289
13
Prepared
1,289
13
Aligned
13
13
Invalid removed
Likely range of correlation
R²(i)
28.6%
Variance explained
Significance
n.s.
Statistical confidence
Data points
13
Limited
Time-Shifted Correlation
See how correlation changes when one series is offset in time. A taller bar at a non-zero shift means the two move together better when one leads the other — that's a potential lead/lag signal.
Correlation by shift
Click a bar to inspect. Range: -3 to 3 months.
Selected shift
+2 months
Correlation at this shift
-62%
+9% stronger than no-shift baseline
Existing Home Sales shifted 2 months earlier. Reads: "Does Aaa Corporate Bond Yield today line up with Existing Home Sales 2 months from now?"
11 overlapping points at this shift
Baseline
-53%
No-shift correlation, matching the main time-series chart above.
Peak shift
+2 months
-62%
A non-zero peak suggests one series lines up better when shifted against the other.
Do They Crash Together?
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
N/A
2 periods · Return correlation when both series rose
Both Falling
N/A
1 periods · Return correlation when both series fell
Diverging
-52%
9 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1,276
A: 1276 / B: 0
Series A
Aaa Corporate Bond Yield
AAA
FRED · 1,289 raw → 1,289 prepared
Series B
Existing Home Sales
EXHOSLUSM495S
FRED · 13 raw → 13 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
4
Estimated crossover points between normalized spreads.
Slope
-340969.2434
Linear regression slope.
Intercept
5891965.8666
Linear regression intercept.
Saved last month · ID: fred-aaa_fred-exhoslusm495s_monthly_5y