SeriesMagCorrOverlapThrough
These move opposite each other about 47% of the time
Very strong inverse
Strong enough to use as a signal — read the stability and regime notes below before relying on it.
Disney operates in three global business segments: entertainment, sports, and experiences. Entertainment and experiences both benefit from the firm's ownership of iconic franchises and characters. Entertainment includes the ABC broadcast network, several cable television networks, and the Disney+ and Hulu streaming services. Within the segment, Disney also engages in movie and television production and distribution, with content licensed to movie theaters, other content providers, or, increasingly, kept in-house for use on Disney's own streaming platform and television networks. The sports segment houses the ESPN family of TV networks and streaming services. Experiences contains Disney's the
Market cap 181.3B · 231,000 employees
5Y Treasury Yield
DGS5
What to Watch
Drifting from pattern
Recent correlation (-20%) is running 1.3σ away from the long-run average of -89%.
Holds across regimes
Correlation is similar when markets rise (-1%) and fall (+3%) — reliable in both directions.
Regime-dependent
The correlation has flipped sign across time windows — not reliable as a standalone signal.
Time Series
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
-89%
No shift — both series at their actual dates.
1,245 overlapping points at this shift
Time series with 5Y Treasury Yield at original dates
Indexed to 100 at start
Deep Dive
Stability
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
Corr
-89%
Pearson correlation
95% CI
-90% → -88%
Likely range
R²
79.6%
Variance explained
Trend agreement
47.1%
Same-direction moves
Significance
p < 0.001
Statistical confidence
Data points
1,245
Deep
Pipeline
Pipeline Summary
1,245 paired data points survived the daily window.
Raw input
1,255
16,067
Normalized
1,255
16,067
Prepared
1,255
16,067
Aligned
1,245
1,245
Invalid removed
Explore
The strongest positive and inverse pairs we’ve saved for each side of this comparison — good jumping-off points if this result raised a question.
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
-1%
63 periods · Return correlation when both series rose
Both Falling
+3%
54 periods · Return correlation when both series fell
Diverging
-58%
132 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
14,832
A: 10 / B: 14822
Series A
The Walt Disney Company
DIS
Market cap 181.3B · 231,000 employees
Stock · 1,255 raw → 1,255 prepared
Series B
DGS5
FRED · 16,067 raw → 16,067 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
33
Estimated crossover points between normalized spreads.
Slope
-0.0379
Linear regression slope.
Intercept
7.7033
Linear regression intercept.
Saved 2 hours ago · ID: fred-dgs5_stock-dis_5y
DGS5
5Y Treasury Yield
Strongest positive