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COR vs FRetail SalesCencora, Inc. (COR) vs Retail Sales
Correlation
of % moves
-27%
In sync
of periods
42%
History
monthsmonths · through 2026-04
40
These move in the same direction about 42% of the time
Their swing sizes only faintly mirror each other (~7% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
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
Retail Sales moves ~11 months before COR
Watch Retail Sales for an early read on COR.
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)
42.1%
Headline metric
Movement correlation(i)
-27%
Based on % moves
95% CI
-54% → +5%
Pipeline
Pipeline Summary
40 paired data points survived the monthly window.
Raw input
834
412
Normalized
834
412
Prepared
41
412
Aligned
40
40
Invalid removed
Likely range of correlation
R²(i)
7.3%
Variance explained
Significance
n.s.
Statistical confidence
Data points
40
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
-11 months
Correlation at this shift
+65%
+38% stronger than no-shift baseline
Retail Sales shifted 11 months later. Reads: "Does Cencora, Inc. (COR) today line up with Retail Sales 11 months ago?"
21 overlapping points at this shift
Baseline
-27%
No-shift correlation, matching the main time-series chart above.
Peak shift
-11 months
+65%
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
+22%
15 periods · Return correlation when both series rose
Both Falling
N/A
1 periods · Return correlation when both series fell
Diverging
-71%
22 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
373
A: 1 / B: 372
Series A
Cencora, Inc. (COR)
COR
Stock · 834 raw → 41 prepared
Series B
Retail Sales
RSAFS
FRED · 412 raw → 412 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
-0.0394
Linear regression slope.
Intercept
0.0038
Linear regression intercept.
Saved 3 weeks ago · ID: fred-rsafs_stock-cor_monthly_5y