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Cboe Global Markets, Inc. (CBOE) vs Personal Savings Rate
Correlation
of % moves
+26%
In sync
of periods
51%
History
monthsmonths · through 2026-03
58
These move in the same direction about 51% of the time
Their swing sizes only faintly line up (~7% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
CBOE moves ~10 months before Personal Savings Rate
Watch CBOE for an early read on Personal Savings 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)
51.0%
Headline metric
Movement correlation(i)
+26%
Based on % moves
95% CI
-1% → +48%
Likely range of correlation
Pipeline
Pipeline Summary
58 paired data points survived the monthly window.
Raw input
1,254
807
Normalized
1,254
807
Prepared
60
807
Aligned
58
58
Invalid removed
R²(i)
6.5%
Variance explained
Significance
n.s.
Statistical confidence
Data points
58
Thin
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
+10 months
Correlation at this shift
-40%
+15% stronger than no-shift baseline
Personal Savings Rate shifted 10 months earlier. Reads: "Does Cboe Global Markets, Inc. (CBOE) today line up with Personal Savings Rate 10 months from now?"
47 overlapping points at this shift
Baseline
+26%
No-shift correlation, matching the main time-series chart above.
Peak shift
+10 months
-40%
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
-18%
12 periods · Return correlation when both series rose
Both Falling
+23%
14 periods · Return correlation when both series fell
Diverging
-41%
31 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
751
A: 2 / B: 749
Series A
Cboe Global Markets, Inc. (CBOE)
CBOE
Stock · 1,254 raw → 60 prepared
Series B
Personal Savings Rate
PSAVERT
FRED · 807 raw → 807 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
0.7906
Linear regression slope.
Intercept
-0.0283
Linear regression intercept.
Saved 3 weeks ago · ID: fred-psavert_stock-cboe_monthly_5y