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Correlation
of values
-52%
In sync
of periods
49%
History
monthsmonths · through 2026-05
665
These move in the same direction about 49% of the time
Their swing sizes loosely mirror each other (~28% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
What to Watch
Decouples in drawdowns
The relationship weakens when both prices are falling — don't count on this pair as a hedge under stress.
Advanced
Statistics
In sync(i)
49%
Headline metric
Movement correlation(i)
-52%
Based on values
95% CI
N/A
Likely range
Pipeline
Pipeline Summary
665 paired data points survived the monthly window.
Raw input
809
13,895
Normalized
809
13,895
Prepared
809
667
Aligned
665
665
Invalid removed
28%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
665
Robust
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: -18 to 18 months.
Selected shift
No shift
Correlation at this shift
-52%
No shift — both series at their actual dates.
665 overlapping points at this shift
Baseline
-52%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-52%
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
+78%
7 periods · Return correlation when both series rose
Both Falling
-20%
12 periods · Return correlation when both series fell
Diverging
-6%
25 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
146
A: 144 / B: 2
Series A
Personal Savings Rate
PSAVERT
FRED · 809 raw → 809 prepared
Series B
USD/MYR Exchange Rate
DEXMAUS
FRED · 13,895 raw → 667 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
21
Estimated crossover points between normalized spreads.
Slope
-0.1122
Linear regression slope.
Intercept
4.0554
Linear regression intercept.
Saved 3 months ago · ID: fred-dexmaus_fred-psavert_monthly_5y