Correlation
of values
+96%
In sync
of periods
53%
History
weeksweeks · through 2025-40
184
These move in the same direction about 53% of the time
When one swings, the other almost always swings by a closely matched amount (~92% 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
Slipping looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Explore
Advanced
Statistics
In sync(i)
52.6%
Headline metric
Movement correlation(i)
+96%
Based on values
95% CI
+95% → +97%
Likely range of correlation
Pipeline
Pipeline Summary
184 paired data points survived the weekly window.
Raw input
252
11,613
Normalized
252
11,613
Prepared
252
2,417
Aligned
184
184
Invalid removed
R²(i)
92.1%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
184
Usable
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: -12 to 12 weeks.
Selected shift
No shift
Correlation at this shift
+96%
No shift — both series at their actual dates.
184 overlapping points at this shift
Baseline
+96%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+96%
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
+30%
65 periods · Return correlation when both series rose
Both Falling
+35%
27 periods · Return correlation when both series fell
Diverging
-62%
91 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
2,301
A: 68 / B: 2233
Series A
Median Home Price
MSPUS
FRED · 252 raw → 252 prepared
Series B
USD/ZAR Exchange Rate
DEXSFUS
FRED · 11,613 raw → 2,417 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.0000
Linear regression slope.
Intercept
-2.4595
Linear regression intercept.
Saved 5 days ago · ID: fred-dexsfus_fred-mspus_5y
Explore
Top 10 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.