SeriesMagCorrSyncOverlapThrough
Correlation
+14%
of % moves
In sync
48%
of periods
History
252
weeks · through 2026-18
These move in the same direction about 48% of the time
Their swing sizes only faintly line up (~2% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
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
Slipping looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
COHR moves ~12 weeks before US Gas Price
Watch COHR for an early read on US Gas Price.
Tighter in drawdowns
The relationship is stronger when both prices are falling than when both are rising — typical risk-off behaviour.
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)
48.2%
Headline metric
Movement correlation(i)
+14%
Based on % moves
95% CI
+2% → +26%
Likely range of correlation
Pipeline
Pipeline Summary
252 paired data points survived the weekly window.
Raw input
1,208
1,857
Normalized
1,208
1,857
Prepared
253
1,857
Aligned
252
252
Invalid removed
Explore
R²(i)
2.0%
Variance explained
Significance
p < 0.05
Statistical confidence
Data points
252
Robust
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
+38%
+23% stronger than no-shift baseline
US Gas Price shifted 12 weeks earlier. Reads: "Does COHR today line up with US Gas Price 12 weeks from now?"
240 overlapping points at this shift
Baseline
+14%
No-shift correlation, matching the main time-series chart above.
Peak shift
+12 weeks
+38%
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
-5%
69 periods · Return correlation when both series rose
Both Falling
+97%
51 periods · Return correlation when both series fell
Diverging
-51%
129 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1,606
A: 1 / B: 1605
Series A
COHR
Stock · 1,208 raw → 253 prepared
Series B
US Gas Price
GASREGW
FRED · 1,857 raw → 1,857 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
2
Estimated crossover points between normalized spreads.
Slope
0.0006
Linear regression slope.
Intercept
3.3182
Linear regression intercept.
Saved 2 days ago · ID: fred-gasregw_stock-cohr_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.