SeriesMagCorrOverlapThrough
Overview
Relationship
These move together about 42% of the time
Weak relationship — not much actionable signal here beyond directional colour.
Read
When one moves up, the other tends to follow.
The saved window keeps correlation, overlap, alignment, and freshness anchored to the same computed record.
What to Watch
Drifting from pattern
Recent correlation (-10%) is running 1.5σ away from the long-run average of +36%.
O moves ~6 days before VIX
Watch O for an early read on VIX.
Holds across regimes
Correlation is similar when markets rise (-14%) and fall (-5%) — reliable in both directions.
Regime-dependent
The correlation has flipped sign across time windows — not reliable as a standalone signal.
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
+42%
+6% stronger than no-shift baseline
VIX shifted 6 days earlier. Reads: "Does Realty Income Corporation today line up with VIX 6 days from now?"
1,248 overlapping points at this shift
Baseline
+36%
No-shift correlation, matching the main time-series chart above.
Peak shift
+6 days
+42%
A non-zero peak suggests one series lines up better when shifted against the other.
Deep Dive
Stability
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
Corr
+36%
Pearson correlation
95% CI
+31% → +40%
Likely range
R²
12.7%
Variance explained
Trend agreement
42.1%
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
1,255
9,176
Normalized
1,255
9,176
Prepared
1,255
9,176
Aligned
1,254
1,254
Invalid removed
Explore
Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.
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
-14%
59 periods · Return correlation when both series rose
Both Falling
-5%
67 periods · Return correlation when both series fell
Diverging
-61%
123 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
7,923
A: 1 / B: 7922
Series A
Realty Income Corporation
O
Market cap 58.5B · 544 employees
Stock · 1,255 raw → 1,255 prepared
Series B
VIXCLS
FRED · 9,176 raw → 9,176 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
126
Estimated crossover points between normalized spreads.
Slope
0.3028
Linear regression slope.
Intercept
0.6880
Linear regression intercept.
Saved 1 hour ago · ID: fred-vixcls_stock-o_5y