Loading market view
Loading market view
Loading correlations
Correlation
of values
-74%
In sync
of periods
42%
History
daysdays · through 2026-08-28
2,482
These move in the same direction about 42% of the time
When one swings, the other often swings by a similar amount in the opposite direction (~55% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
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)
-74%
Based on values
95% CI
-76% → -73%
Pipeline
Pipeline Summary
2,482 paired data points survived the daily window.
Raw input
2,512
11,456
Normalized
2,512
11,456
Prepared
2,512
11,456
Aligned
2,482
2,482
Invalid removed
Likely range of correlation
R²(i)
55%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
2,482
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
-74%
No shift — both series at their actual dates.
2,482 overlapping points at this shift
Baseline
-74%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-74%
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
N/A
4 periods · Return correlation when both series rose
Both Falling
N/A
4 periods · Return correlation when both series fell
Diverging
-88%
27 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
9,004
A: 30 / B: 8974
Series A
Dow Jones Industrial Average
DJIA
FRED · 2,512 raw → 2,512 prepared
Series B
USD/SGD Exchange Rate
DEXSIUS
FRED · 11,456 raw → 11,456 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
23
Estimated crossover points between normalized spreads.
Slope
-0.0000
Linear regression slope.
Intercept
1.4549
Linear regression intercept.
Saved 4 months ago · ID: fred-dexsius_fred-djia_daily_5y