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Cencora, Inc. (COR) vs Real-time Sahm Rule Recession Indicator
Correlation
of % moves
+24%
In sync
of periods
52%
History
monthsmonths · through 2026-04
39
These move in the same direction about 52% of the time
Their swing sizes only faintly line up (~6% 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
Real-time Sahm Rule Recession Indicator moves ~15 months before COR
Watch Real-time Sahm Rule Recession Indicator for an early read on COR.
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)
51.6%
Headline metric
Movement correlation(i)
+24%
Based on % moves
95% CI
-10% → +53%
Likely range of correlation
Pipeline
Pipeline Summary
39 paired data points survived the monthly window.
Raw input
834
796
Normalized
834
796
Prepared
41
796
Aligned
39
39
Invalid removed
R²(i)
5.7%
Variance explained
Significance
n.s.
Statistical confidence
Data points
39
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: -15 to 15 months.
Selected shift
-15 months
Correlation at this shift
-53%
+29% stronger than no-shift baseline
Real-time Sahm Rule Recession Indicator shifted 15 months later. Reads: "Does Cencora, Inc. (COR) today line up with Real-time Sahm Rule Recession Indicator 15 months ago?"
10 overlapping points at this shift
Baseline
+24%
No-shift correlation, matching the main time-series chart above.
Peak shift
-15 months
-53%
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%
10 periods · Return correlation when both series rose
Both Falling
+27%
6 periods · Return correlation when both series fell
Diverging
-26%
20 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
759
A: 2 / B: 757
Series A
Cencora, Inc. (COR)
COR
Stock · 834 raw → 41 prepared
Series B
Real-time Sahm Rule Recession Indicator
SAHMREALTIME
FRED · 796 raw → 796 prepared
Sign agreement
82.1%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
1.2413
Linear regression slope.
Intercept
-0.0394
Linear regression intercept.
Saved 3 weeks ago · ID: fred-sahmrealtime_stock-cor_monthly_5y