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CF Industries Holding, Inc. (CF) vs Consumer Sentiment
Correlation
of % moves
+30%
In sync
of periods
61%
History
monthsmonths · through 2026-04
59
These move in the same direction about 61% of the time
Their swing sizes only faintly line up (~9% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Slipping looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
CF moves ~16 months before Consumer Sentiment
Watch CF for an early read on Consumer Sentiment.
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)
61.4%
Headline metric
Movement correlation(i)
+30%
Based on % moves
95% CI
+5% → +52%
Likely range of correlation
Pipeline
Pipeline Summary
59 paired data points survived the monthly window.
Raw input
1,255
672
Normalized
1,255
672
Prepared
61
672
Aligned
59
59
Invalid removed
R²(i)
9.3%
Variance explained
Significance
p < 0.05
Statistical confidence
Data points
59
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
+16 months
Correlation at this shift
+48%
+17% stronger than no-shift baseline
Consumer Sentiment shifted 16 months earlier. Reads: "Does CF Industries Holding, Inc. (CF) today line up with Consumer Sentiment 16 months from now?"
42 overlapping points at this shift
Baseline
+30%
No-shift correlation, matching the main time-series chart above.
Peak shift
+16 months
+48%
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
+26%
18 periods · Return correlation when both series rose
Both Falling
+30%
17 periods · Return correlation when both series fell
Diverging
-54%
23 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
615
A: 2 / B: 613
Series A
CF Industries Holding, Inc. (CF)
CF
Stock · 1,255 raw → 61 prepared
Series B
Consumer Sentiment
UMCSENT
FRED · 672 raw → 672 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
5
Estimated crossover points between normalized spreads.
Slope
0.2555
Linear regression slope.
Intercept
-0.0132
Linear regression intercept.
Saved last month · ID: fred-umcsent_stock-cf_monthly_5y