Loading market view
Loading market view
Loading correlations
Correlation
of values
+77%
In sync
of periods
64%
History
daysdays · through 2026-07-24
11,351
These move in the same direction about 64% of the time
When one swings, the other often swings by a similar amount (~59% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
64%
Headline metric
Movement correlation(i)
+77%
Based on values
95% CI
+76% → +78%
Pipeline
Pipeline Summary
11,351 paired data points survived the daily window.
Raw input
11,351
13,910
Normalized
11,351
13,910
Prepared
11,351
13,910
Aligned
11,351
11,351
Invalid removed
Likely range of correlation
R²(i)
59%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
11,351
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
+77%
No shift — both series at their actual dates.
11,351 overlapping points at this shift
Baseline
+77%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+77%
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
2,559
A: 0 / B: 2559
Series A
USD/THB Exchange Rate
DEXTHUS
FRED · 11,351 raw → 11,351 prepared
Series B
USD/MYR Exchange Rate
DEXMAUS
FRED · 13,910 raw → 13,910 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
97
Estimated crossover points between normalized spreads.
Slope
0.0901
Linear regression slope.
Intercept
0.5008
Linear regression intercept.
Saved 3 months ago · ID: fred-dexmaus_fred-dexthus_daily_5y