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Expand Energy Corporation Common Stock (EXE) vs 10-Year Real Interest Rate
Correlation
of % moves
+32%
In sync
of periods
37%
History
monthsmonths · through 2026-05
20
These move in the same direction about 37% of the time
Their swing sizes only faintly line up (~10% 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 looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
EXE moves ~9 months before 10-Year Real Interest Rate
Watch EXE for an early read on 10-Year Real Interest Rate.
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)
36.8%
Headline metric
Movement correlation(i)
+32%
Based on % moves
95% CI
-15% → +68%
Pipeline
Pipeline Summary
20 paired data points survived the monthly window.
Raw input
411
533
Normalized
411
533
Prepared
20
533
Aligned
20
20
Invalid removed
Likely range of correlation
R²(i)
10.4%
Variance explained
Significance
n.s.
Statistical confidence
Data points
20
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: -9 to 9 months.
Selected shift
+9 months
Correlation at this shift
-41%
+9% stronger than no-shift baseline
10-Year Real Interest Rate shifted 9 months earlier. Reads: "Does Expand Energy Corporation Common Stock (EXE) today line up with 10-Year Real Interest Rate 9 months from now?"
10 overlapping points at this shift
Baseline
+32%
No-shift correlation, matching the main time-series chart above.
Peak shift
+9 months
-41%
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
N/A
4 periods · Return correlation when both series rose
Both Falling
N/A
3 periods · Return correlation when both series fell
Diverging
-56%
12 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
513
A: 0 / B: 513
Series A
Expand Energy Corporation Common Stock (EXE)
EXE
Stock · 411 raw → 20 prepared
Series B
10-Year Real Interest Rate
REAINTRATREARAT10Y
FRED · 533 raw → 533 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
4
Estimated crossover points between normalized spreads.
Slope
0.5673
Linear regression slope.
Intercept
0.0013
Linear regression intercept.
Saved 2 weeks ago · ID: fred-reaintratrearat10y_stock-exe_monthly_5y