SeriesMagCorrSyncOverlapThrough
Correlation
+13%
of values
In sync
56%
of periods
History
543
weeks · through 2026-09
These move in the same direction about 56% of the time
Their swing sizes only faintly line up (~2% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Slipping tighter
The recent pattern is tighter than its long-run baseline — keep an eye on whether this sticks.
Consumer Sentiment moves ~12 weeks before USD/THB Exchange Rate
Watch Consumer Sentiment for an early read on USD/THB Exchange Rate.
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.
Advanced
Statistics
In sync(i)
56.1%
Headline metric
Movement correlation(i)
+13%
Based on values
95% CI
+4% → +21%
Likely range of correlation
Pipeline
Pipeline Summary
543 paired data points survived the weekly window.
Raw input
671
11,289
Normalized
671
11,289
Prepared
671
2,364
Aligned
543
543
Invalid removed
Explore
Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.
R²(i)
1.6%
Variance explained
Significance
p < 0.01
Statistical confidence
Data points
543
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: -12 to 12 weeks.
Selected shift
+12 weeks
Correlation at this shift
+23%
+10% stronger than no-shift baseline
USD/THB Exchange Rate shifted 12 weeks earlier. Reads: "Does Consumer Sentiment today line up with USD/THB Exchange Rate 12 weeks from now?"
531 overlapping points at this shift
Baseline
+13%
No-shift correlation, matching the main time-series chart above.
Peak shift
+12 weeks
+23%
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
+0%
65 periods · Return correlation when both series rose
Both Falling
-7%
73 periods · Return correlation when both series fell
Diverging
-39%
111 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1,949
A: 128 / B: 1821
Series A
Consumer Sentiment
UMCSENT
FRED · 671 raw → 671 prepared
Series B
USD/THB Exchange Rate
DEXTHUS
FRED · 11,289 raw → 2,364 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
44
Estimated crossover points between normalized spreads.
Slope
0.0572
Linear regression slope.
Intercept
26.7242
Linear regression intercept.
Saved yesterday · ID: fred-dexthus_fred-umcsent_5y