SeriesMagCorrSyncOverlapThrough
Correlation
-32%
of % moves
In sync
63%
of periods
History
96
weeks · through 2026-18
These move opposite each other about 63% of the time
Their swing sizes only faintly mirror each other (~10% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
Time Series
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
ABVE moves ~12 weeks before 15Y Mortgage Rate
Watch ABVE for an early read on 15Y Mortgage Rate.
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)
63.0%
Headline metric
Movement correlation(i)
-32%
Based on % moves
95% CI
-49% → -13%
Likely range of correlation
Pipeline
Pipeline Summary
96 paired data points survived the weekly window.
Raw input
462
1,810
Normalized
462
1,810
Prepared
97
1,810
Aligned
96
96
Invalid removed
Explore
R²(i)
10.3%
Variance explained
Significance
p < 0.01
Statistical confidence
Data points
96
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: -12 to 12 weeks.
Selected shift
+12 weeks
Correlation at this shift
-76%
+44% stronger than no-shift baseline
15Y Mortgage Rate shifted 12 weeks earlier. Reads: "Does ABVE today line up with 15Y Mortgage Rate 12 weeks from now?"
84 overlapping points at this shift
Baseline
-32%
No-shift correlation, matching the main time-series chart above.
Peak shift
+12 weeks
-76%
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
-17%
21 periods · Return correlation when both series rose
Both Falling
-18%
37 periods · Return correlation when both series fell
Diverging
-24%
37 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1,715
A: 1 / B: 1714
Series A
ABVE
Stock · 462 raw → 97 prepared
Series B
15Y Mortgage Rate
MORTGAGE15US
FRED · 1,810 raw → 1,810 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
7
Estimated crossover points between normalized spreads.
Slope
-0.0891
Linear regression slope.
Intercept
5.8549
Linear regression intercept.
Saved 2 days ago · ID: fred-mortgage15us_stock-abve_5y
Explore
Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.