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Lockheed Martin Corp. (LMT) vs Real-time Sahm Rule Recession Indicator
Correlation
of % moves
+25%
In sync
of periods
61%
History
monthsmonths · through 2026-07
59
These move in the same direction about 61% of the time
Their swing sizes only faintly line up (~6% 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
Real-time Sahm Rule Recession Indicator moves ~7 months before LMT
Watch Real-time Sahm Rule Recession Indicator for an early read on LMT.
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)
61%
Headline metric
Movement correlation(i)
+25%
Based on % moves
95% CI
-1% → +48%
Likely range of correlation
Pipeline
Pipeline Summary
59 paired data points survived the monthly window.
Raw input
1,253
799
Normalized
1,253
799
Prepared
61
799
Aligned
59
59
Invalid removed
R²(i)
6%
Variance explained
Significance
n.s.
Statistical confidence
Data points(i)
57
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
-7 months
Correlation at this shift
-35%
+10% stronger than no-shift baseline
Real-time Sahm Rule Recession Indicator shifted 7 months later. Reads: "Does Lockheed Martin Corp. (LMT) today line up with Real-time Sahm Rule Recession Indicator 7 months ago?"
43 overlapping points at this shift
Baseline
+25%
No-shift correlation, matching the main time-series chart above.
Peak shift
-7 months
-35%
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
-17%
17 periods · Return correlation when both series rose
Both Falling
-12%
13 periods · Return correlation when both series fell
Diverging
-45%
27 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
742
A: 2 / B: 740
Series A
Lockheed Martin Corp. (LMT)
LMT
Stock · 1,253 raw → 61 prepared
Series B
Real-time Sahm Rule Recession Indicator
SAHMREALTIME
FRED · 799 raw → 799 prepared
Sign agreement
75.9%
How often both values share the same sign.
Zero crossings
11
Estimated crossover points between normalized spreads.
Slope
0.2688
Linear regression slope.
Intercept
-0.0025
Linear regression intercept.
Saved 4 months ago · ID: fred-sahmrealtime_stock-lmt_monthly_5y