Loading market view
Loading market view
Loading correlations
Correlation
of values
+59%
In sync
of periods
37%
History
daysdays · through 2026-09-04
13,946
These move in the same direction about 37% of the time
Their swing sizes loosely line up (~35% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
37%
Headline metric
Movement correlation(i)
+59%
Based on values
95% CI
+58% → +60%
Pipeline
Pipeline Summary
13,946 paired data points survived the daily window.
Raw input
13,962
13,946
Normalized
13,962
13,946
Prepared
13,962
13,946
Aligned
13,946
13,946
Invalid removed
Likely range of correlation
R²(i)
35%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
13,946
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.
13,946 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
16
A: 16 / B: 0
Series A
USD/CHF Exchange Rate
DEXSZUS
FRED · 13,962 raw → 13,962 prepared
Series B
NZD/USD Exchange Rate
DEXUSNZ
FRED · 13,946 raw → 13,946 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
85
Estimated crossover points between normalized spreads.
Slope
0.1804
Linear regression slope.
Intercept
0.4478
Linear regression intercept.
Saved 4 months ago · ID: fred-dexszus_fred-dexusnz_daily_5y