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Correlation
of values
-38%
In sync
of periods
42%
History
daysdays · through 2026-09-04
6,941
These move in the same direction about 42% of the time
Their swing sizes only faintly mirror each other (~15% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
Advanced
Statistics
In sync(i)
42%
Headline metric
Movement correlation(i)
-38%
Based on values
95% CI
-40% → -36%
Pipeline
Pipeline Summary
6,941 paired data points survived the daily window.
Raw input
6,941
7,945
Normalized
6,941
7,945
Prepared
6,941
7,945
Aligned
6,941
6,941
Invalid removed
Likely range of correlation
R²(i)
15%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
6,941
Deep
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: -6 to 6 days.
Selected shift
No shift
Correlation at this shift
-38%
No shift — both series at their actual dates.
6,941 overlapping points at this shift
Baseline
-38%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-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.
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1,004
A: 0 / B: 1004
Series A
EUR/USD Exchange Rate
DEXUSEU
FRED · 6,941 raw → 6,941 prepared
Series B
USD/BRL Exchange Rate
DEXBZUS
FRED · 7,945 raw → 7,945 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
41
Estimated crossover points between normalized spreads.
Slope
-3.3904
Linear regression slope.
Intercept
7.1838
Linear regression intercept.
Saved 4 months ago · ID: fred-dexbzus_fred-dexuseu_daily_5y