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Costco Wholesale Corp (COST) vs Existing Home Sales
Correlation
of % moves
-45%
In sync
of periods
55%
History
monthsmonths · through 2026-04
13
These move in the same direction about 55% of the time
Their swing sizes loosely mirror each other (~20% 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.
Advanced
Statistics
In sync(i)
54.5%
Headline metric
Movement correlation(i)
-45%
Based on % moves
95% CI
-81% → +17%
Pipeline
Pipeline Summary
13 paired data points survived the monthly window.
Raw input
1,254
13
Normalized
1,254
13
Prepared
60
13
Aligned
13
13
Invalid removed
Likely range of correlation
R²(i)
19.9%
Variance explained
Significance
n.s.
Statistical confidence
Data points
13
Limited
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: -2 to 2 months.
Selected shift
No shift
Correlation at this shift
-45%
No shift — both series at their actual dates.
12 overlapping points at this shift
Baseline
-45%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-45%
A non-zero peak suggests one series lines up better when shifted against the other.
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
N/A
3 periods · Return correlation when both series rose
Both Falling
N/A
3 periods · Return correlation when both series fell
Diverging
-92%
6 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
47
A: 47 / B: 0
Series A
Costco Wholesale Corp (COST)
COST
Stock · 1,254 raw → 60 prepared
Series B
Existing Home Sales
EXHOSLUSM495S
FRED · 13 raw → 13 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
4
Estimated crossover points between normalized spreads.
Slope
-0.3210
Linear regression slope.
Intercept
0.0010
Linear regression intercept.
Saved 3 weeks ago · ID: fred-exhoslusm495s_stock-cost_monthly_5y