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Dollar General Corp. (DG) vs Real-time Sahm Rule Recession Indicator
Correlation
of % moves
-30%
In sync
of periods
43%
History
monthsmonths · through 2026-06
59
These move in the same direction about 43% of the time
Their swing sizes only faintly mirror each other (~9% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
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.
Real-time Sahm Rule Recession Indicator moves ~15 months before DG
Watch Real-time Sahm Rule Recession Indicator for an early read on DG.
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)
43%
Headline metric
Movement correlation(i)
-30%
Based on % moves
95% CI
N/A
Likely range
Pipeline
Pipeline Summary
59 paired data points survived the monthly window.
Raw input
1,254
798
Normalized
1,254
798
Prepared
61
798
Aligned
59
59
Invalid removed
9%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
57
Thin
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: -18 to 18 months.
Selected shift
-15 months
Correlation at this shift
-45%
+15% stronger than no-shift baseline
Real-time Sahm Rule Recession Indicator shifted 15 months later. Reads: "Does Dollar General Corp. (DG) today line up with Real-time Sahm Rule Recession Indicator 15 months ago?"
35 overlapping points at this shift
Baseline
-30%
No-shift correlation, matching the main time-series chart above.
Peak shift
-15 months
-45%
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
-31%
10 periods · Return correlation when both series rose
Both Falling
+17%
11 periods · Return correlation when both series fell
Diverging
-61%
36 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
741
A: 2 / B: 739
Series A
Dollar General Corp. (DG)
DG
Stock · 1,254 raw → 61 prepared
Series B
Real-time Sahm Rule Recession Indicator
SAHMREALTIME
FRED · 798 raw → 798 prepared
Sign agreement
75.9%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
-0.7873
Linear regression slope.
Intercept
-0.0203
Linear regression intercept.
Saved 3 months ago · ID: fred-sahmrealtime_stock-dg_monthly_5y