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Correlation
of values
-70%
In sync
of periods
52%
History
daysdays · through 2026-06-05
13,039
These move in the same direction about 52% of the time
When one swings, the other often swings by a similar amount in the opposite direction (~49% 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.
Advanced
Statistics
In sync(i)
51.7%
Headline metric
Movement correlation(i)
-70%
Based on values
95% CI
-71% → -69%
Pipeline
Pipeline Summary
13,039 paired data points survived the daily window.
Raw input
13,899
13,039
Normalized
13,899
13,039
Prepared
13,899
13,039
Aligned
13,039
13,039
Invalid removed
Likely range of correlation
R²(i)
48.9%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
13,039
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
-70%
No shift — both series at their actual dates.
13,039 overlapping points at this shift
Baseline
-70%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-70%
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
860
A: 860 / B: 0
Series A
USD/CHF Exchange Rate
DEXSZUS
FRED · 13,899 raw → 13,899 prepared
Series B
USD/LKR Exchange Rate
DEXSLUS
FRED · 13,039 raw → 13,039 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
7
Estimated crossover points between normalized spreads.
Slope
-103.0176
Linear regression slope.
Intercept
246.6403
Linear regression intercept.
Saved last month · ID: fred-dexslus_fred-dexszus_daily_5y