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Incyte Genomics Inc (INCY) vs Consumer Sentiment
Correlation
of % moves
+27%
In sync
of periods
59%
History
monthsmonths · through 2026-03
58
These move in the same direction about 59% of the time
Their swing sizes only faintly line up (~7% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
INCY moves ~10 months before Consumer Sentiment
Watch INCY for an early read on Consumer Sentiment.
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)
58.9%
Headline metric
Movement correlation(i)
+27%
Based on % moves
95% CI
+1% → +49%
Likely range of correlation
Pipeline
Pipeline Summary
58 paired data points survived the monthly window.
Raw input
1,254
671
Normalized
1,254
671
Prepared
60
671
Aligned
58
58
Invalid removed
R²(i)
7.1%
Variance explained
Significance
p < 0.05
Statistical confidence
Data points
58
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
+10 months
Correlation at this shift
-32%
+5% stronger than no-shift baseline
Consumer Sentiment shifted 10 months earlier. Reads: "Does Incyte Genomics Inc (INCY) today line up with Consumer Sentiment 10 months from now?"
47 overlapping points at this shift
Baseline
+27%
No-shift correlation, matching the main time-series chart above.
Peak shift
+10 months
-32%
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%
16 periods · Return correlation when both series rose
Both Falling
-17%
17 periods · Return correlation when both series fell
Diverging
-64%
24 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
615
A: 2 / B: 613
Series A
Incyte Genomics Inc (INCY)
INCY
Stock · 1,254 raw → 60 prepared
Series B
Consumer Sentiment
UMCSENT
FRED · 671 raw → 671 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
7
Estimated crossover points between normalized spreads.
Slope
0.2656
Linear regression slope.
Intercept
-0.0088
Linear regression intercept.
Saved 3 weeks ago · ID: fred-umcsent_stock-incy_monthly_5y