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Correlation
of values
-83%
In sync
of periods
53%
History
monthsmonths · through 2025-10
204
These move opposite each other about 53% of the time
When one swings, the other often swings by a similar amount in the opposite direction (~69% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
What to Watch
South Korea Home Prices moves ~18 months before Aaa Corporate Bond Yield
Watch South Korea Home Prices for an early read on Aaa Corporate Bond Yield.
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Advanced
Statistics
In sync(i)
53.3%
Headline metric
Movement correlation(i)
-83%
Based on values
95% CI
-87% → -78%
Likely range of correlation
Pipeline
Pipeline Summary
204 paired data points survived the monthly window.
Raw input
1,288
204
Normalized
1,288
204
Prepared
1,288
204
Aligned
204
204
Invalid removed
R²(i)
68.6%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
204
Usable
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: -18 to 18 months.
Selected shift
-18 months
Correlation at this shift
-89%
+7% stronger than no-shift baseline
South Korea Home Prices shifted 18 months later. Reads: "Does Aaa Corporate Bond Yield today line up with South Korea Home Prices 18 months ago?"
186 overlapping points at this shift
Baseline
-83%
No-shift correlation, matching the main time-series chart above.
Peak shift
-18 months
-89%
A non-zero peak suggests one series lines up better when shifted against the other.
Stability
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
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
-9%
75 periods · Return correlation when both series rose
Both Falling
+27%
31 periods · Return correlation when both series fell
Diverging
-37%
97 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1,084
A: 1084 / B: 0
Series A
Aaa Corporate Bond Yield
AAA
FRED · 1,288 raw → 1,288 prepared
Series B
South Korea Home Prices
QKRN628BIS
FRED · 204 raw → 204 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
-11.2713
Linear regression slope.
Intercept
155.2041
Linear regression intercept.
Saved 2 days ago · ID: fred-aaa_fred-qkrn628bis_monthly_5y