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Meta Platforms, Inc. Class A Common Stock (META) vs 2Y Treasury Yield
Correlation
of % moves
+63%
In sync
of periods
50%
History
daysdays · through 2026-05-20
1,129
These move in the same direction about 50% of the time
Their swing sizes loosely line up (~39% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
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
Unusual right now
Recently looser than usual — the pair is behaving differently than its long-run pattern.
Decouples in drawdowns
The relationship weakens when both prices are falling — don't count on this pair as a hedge under stress.
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)
50.2%
Headline metric
Movement correlation(i)
+63%
Based on % moves
95% CI
+59% → +66%
Likely range of correlation
Pipeline
Pipeline Summary
1,129 paired data points survived the daily window.
Raw input
1,140
12,489
Normalized
1,140
12,489
Prepared
1,140
12,489
Aligned
1,129
1,129
Invalid removed
R²(i)
39.2%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
1,129
Deep
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: -6 to 6 days.
Selected shift
No shift
Correlation at this shift
+63%
No shift — both series at their actual dates.
1,128 overlapping points at this shift
Baseline
+63%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+63%
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
+70%
72 periods · Return correlation when both series rose
Both Falling
+28%
46 periods · Return correlation when both series fell
Diverging
-45%
131 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
11,371
A: 11 / B: 11360
Series A
Meta Platforms, Inc. Class A Common Stock (META)
META
Stock · 1,140 raw → 1,140 prepared
Series B
2Y Treasury Yield
DGS2
FRED · 12,489 raw → 12,489 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
0.3034
Linear regression slope.
Intercept
0.0015
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dgs2_stock-meta_daily_5y