Loading market view
Loading market view
Loading correlations
Correlation
of values
-59%
In sync
of periods
39%
History
daysdays · through 2026-09-04
13,940
These move in the same direction about 39% of the time
Their swing sizes loosely mirror each other (~35% 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)
39%
Headline metric
Movement correlation(i)
-59%
Based on values
95% CI
-60% → -58%
Pipeline
Pipeline Summary
13,940 paired data points survived the daily window.
Raw input
13,955
13,940
Normalized
13,955
13,940
Prepared
13,955
13,940
Aligned
13,940
13,940
Invalid removed
Likely range of correlation
R²(i)
35%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
13,940
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
-59%
No shift — both series at their actual dates.
13,940 overlapping points at this shift
Baseline
-59%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-59%
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
15
A: 15 / B: 0
Series A
AUD/USD Exchange Rate
DEXUSAL
FRED · 13,955 raw → 13,955 prepared
Series B
USD/MYR Exchange Rate
DEXMAUS
FRED · 13,940 raw → 13,940 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
33
Estimated crossover points between normalized spreads.
Slope
-1.9973
Linear regression slope.
Intercept
4.8846
Linear regression intercept.
Saved 4 months ago · ID: fred-dexmaus_fred-dexusal_daily_5y