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Expand Energy Corporation Common Stock (EXE) vs Real Disposable Income
Correlation
of % moves
-30%
In sync
of periods
52%
History
monthsmonths · through 2026-07
22
These move in the same direction about 52% of the time
Their swing sizes only faintly mirror each other (~9% 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.
What to Watch
Slipping tighter
The recent pattern is tighter than its long-run baseline — keep an eye on whether this sticks.
Real Disposable Income moves ~2 months before EXE
Watch Real Disposable Income for an early read on EXE.
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)
52%
Headline metric
Movement correlation(i)
-30%
Based on % moves
95% CI
-65% → +15%
Pipeline
Pipeline Summary
22 paired data points survived the monthly window.
Raw input
483
811
Normalized
483
811
Prepared
24
811
Aligned
22
22
Invalid removed
Likely range of correlation
R²(i)
9%
Variance explained
Significance
n.s.
Statistical confidence
Data points(i)
21
Limited
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: -11 to 11 months.
Selected shift
-2 months
Correlation at this shift
+79%
+49% stronger than no-shift baseline
Real Disposable Income shifted 2 months later. Reads: "Does Expand Energy Corporation Common Stock (EXE) today line up with Real Disposable Income 2 months ago?"
19 overlapping points at this shift
Baseline
-30%
No-shift correlation, matching the main time-series chart above.
Peak shift
-2 months
+79%
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
-40%
8 periods · Return correlation when both series rose
Both Falling
N/A
3 periods · Return correlation when both series fell
Diverging
-76%
10 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
791
A: 2 / B: 789
Series A
Expand Energy Corporation Common Stock (EXE)
EXE
Stock · 483 raw → 24 prepared
Series B
Real Disposable Income
DSPIC96
FRED · 811 raw → 811 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
5
Estimated crossover points between normalized spreads.
Slope
-0.0183
Linear regression slope.
Intercept
0.0009
Linear regression intercept.
Saved 4 months ago · ID: fred-dspic96_stock-exe_monthly_5y