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Kratos Defense & Security Solutions, Inc. (KTOS) vs Debt-to-GDP Ratio
Correlation
of % moves
+39%
In sync
of periods
71%
History
monthsmonths · through 2025-10
18
These move in the same direction about 71% of the time
Their swing sizes only faintly line up (~15% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
What to Watch
Debt-to-GDP Ratio moves ~7 months before KTOS
Watch Debt-to-GDP Ratio for an early read on KTOS.
Advanced
Statistics
In sync(i)
70.6%
Headline metric
Movement correlation(i)
+39%
Based on % moves
95% CI
-11% → +73%
Pipeline
Pipeline Summary
18 paired data points survived the monthly window.
Raw input
1,255
240
Normalized
1,255
240
Prepared
61
240
Aligned
18
18
Invalid removed
Likely range of correlation
R²(i)
15.5%
Variance explained
Significance
n.s.
Statistical confidence
Data points
18
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: -7 to 7 months.
Selected shift
-7 months
Correlation at this shift
+46%
+7% stronger than no-shift baseline
Debt-to-GDP Ratio shifted 7 months later. Reads: "Does Kratos Defense & Security Solutions, Inc. (KTOS) today line up with Debt-to-GDP Ratio 7 months ago?"
10 overlapping points at this shift
Baseline
+39%
No-shift correlation, matching the main time-series chart above.
Peak shift
-7 months
+46%
A non-zero peak suggests one series lines up better when shifted against the other.
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
+46%
8 periods · Return correlation when both series rose
Both Falling
N/A
4 periods · Return correlation when both series fell
Diverging
-64%
5 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
265
A: 43 / B: 222
Series A
Kratos Defense & Security Solutions, Inc. (KTOS)
KTOS
Stock · 1,255 raw → 61 prepared
Series B
Debt-to-GDP Ratio
GFDEGDQ188S
FRED · 240 raw → 240 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
2
Estimated crossover points between normalized spreads.
Slope
0.0187
Linear regression slope.
Intercept
0.0006
Linear regression intercept.
Saved 2 weeks ago · ID: fred-gfdegdq188s_stock-ktos_monthly_5y