SeriesMag|r|OverlapThrough
Correlation Analysis
AMZN vs MSFT
These move together about 73% of the time
Strong positive
Strong enough to use as a signal — read the stability and regime notes below before relying on it.
Amazon is the leading online retailer and marketplace for third party sellers. Retail related revenue represents approximately 74% of total, followed by Amazon Web Services (17%), and advertising services (9%). International segments constitute 22% of Amazon's total revenue, led by Germany, the United Kingdom, and Japan.
Market cap 2.3T
Microsoft develops and licenses consumer and enterprise software. It is known for its Windows operating systems and Office productivity suite. The company is organized into three equally sized broad segments: productivity and business processes (legacy Microsoft Office, cloud-based Office 365, Exchange, SharePoint, Skype, LinkedIn, Dynamics), intelligence cloud (infrastructure- and platform-as-a-service offerings Azure, Windows Server OS, SQL Server), and more personal computing (Windows Client, Xbox, Bing search, display advertising, and Surface laptops, tablets, and desktops).
Market cap 2.8T
What to Watch
MSFT moves ~6 days before AMZN
Watch MSFT for an early read on AMZN.
Decouples in drawdowns
Correlation weakens when both fall (+0.45) vs when both rise (+0.67) — don't count on this pair as a hedge under stress.
Time Series
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
-6 days
Correlation at this shift
+0.849
+0.01 stronger than no-shift baseline
Microsoft Corp shifted 6 days later. Reads: "Does Amazon.Com Inc today line up with Microsoft Corp 6 days ago?"
1,248 overlapping points at this shift
Time series with Microsoft Corp shifted 6 days later
Indexed to 100 at start
Deep Dive
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
+0.668
16 periods · Return correlation when both series rose
Both Falling
+0.454
8 periods · Return correlation when both series fell
Diverging
-0.716
11 periods · Return correlation when series moved apart
Scatter
r
+0.841
Pearson correlation
95% CI
0.82 → 0.86
Likely range
R²
70.7%
Variance explained
Trend agreement
72.8%
Same-direction moves
Significance
p < 0.001
Statistical confidence
Data points
1,254
Deep
Pipeline
Pipeline Summary
1,254 paired data points survived the daily window.
Raw input
1,254
1,254
Normalized
1,254
1,254
Prepared
1,254
1,254
Aligned
1,254
1,254
Invalid removed
Explore
The strongest positive and inverse pairs we’ve saved for each side of this comparison — good jumping-off points if this result raised a question.
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
0
A: 0 / B: 0
Series A
Amazon.Com Inc
AMZN
Market cap 2.3T
Stock · 1,254 raw → 1,254 prepared
Series B
Microsoft Corp
MSFT
Market cap 2.8T
Stock · 1,254 raw → 1,254 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
34
Estimated crossover points between normalized spreads.
Slope
1.6734
Linear regression slope.
Intercept
79.4657
Linear regression intercept.
Saved 3 weeks ago · ID: stock-amzn-vs-stock-msft-daily-20260408-cv7k2x