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Cencora, Inc. (COR) vs Personal Savings Rate
Correlation
of % moves
+31%
In sync
of periods
49%
History
monthsmonths · through 2026-07
40
These move in the same direction about 49% of the time
Their swing sizes only faintly line up (~9% 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
Personal Savings Rate moves ~4 months before COR
Watch Personal Savings Rate for an early read on COR.
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)
49%
Headline metric
Movement correlation(i)
+31%
Based on % moves
95% CI
-1% → +57%
Likely range of correlation
Pipeline
Pipeline Summary
40 paired data points survived the monthly window.
Raw input
833
811
Normalized
833
811
Prepared
42
811
Aligned
40
40
Invalid removed
R²(i)
9%
Variance explained
Significance
n.s.
Statistical confidence
Data points(i)
38
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
-4 months
Correlation at this shift
-52%
+21% stronger than no-shift baseline
Personal Savings Rate shifted 4 months later. Reads: "Does Cencora, Inc. (COR) today line up with Personal Savings Rate 4 months ago?"
31 overlapping points at this shift
Baseline
+31%
No-shift correlation, matching the main time-series chart above.
Peak shift
-4 months
-52%
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%
8 periods · Return correlation when both series rose
Both Falling
-38%
9 periods · Return correlation when both series fell
Diverging
-30%
21 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
773
A: 2 / B: 771
Series A
Cencora, Inc. (COR)
COR
Stock · 833 raw → 42 prepared
Series B
Personal Savings Rate
PSAVERT
FRED · 811 raw → 811 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.4300
Linear regression slope.
Intercept
-0.0279
Linear regression intercept.
Saved 4 months ago · ID: fred-psavert_stock-cor_monthly_5y