Loading market view
Loading market view
Loading correlations
Interactive Brokers Group, Inc. Class A Common Stock (IBKR) vs St. Louis Financial Stress Index
Correlation
of % moves
-52%
In sync
of periods
33%
History
weeksweeks · through 2026-31
259
These move in the same direction about 33% of the time
Their swing sizes loosely mirror each other (~27% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Swings around
Their relationship swings around — sometimes tight, sometimes loose. Don't trust a single snapshot.
Advanced
Statistics
In sync(i)
33%
Headline metric
Movement correlation(i)
-52%
Based on % moves
95% CI
-61% → -43%
Likely range of correlation
Pipeline
Pipeline Summary
259 paired data points survived the weekly window.
Raw input
1,253
1,701
Normalized
1,253
1,701
Prepared
261
1,701
Aligned
259
259
Invalid removed
R²(i)
27%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
258
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
No shift
Correlation at this shift
-52%
No shift — both series at their actual dates.
258 overlapping points at this shift
Baseline
-52%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-52%
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
-3%
51 periods · Return correlation when both series rose
Both Falling
-14%
27 periods · Return correlation when both series fell
Diverging
-52%
162 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1,444
A: 2 / B: 1442
Series A
Interactive Brokers Group, Inc. Class A Common Stock (IBKR)
IBKR
Stock · 1,253 raw → 261 prepared
Series B
St. Louis Financial Stress Index
STLFSI4
FRED · 1,701 raw → 1,701 prepared
Sign agreement
8.9%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
-2.9732
Linear regression slope.
Intercept
0.0207
Linear regression intercept.
Saved 3 months ago · ID: fred-stlfsi4_stock-ibkr_weekly_5y