SeriesMagCorrOverlapThrough
These move together about 50% of the time
Light positive
Weak relationship — not much actionable signal here beyond directional colour.
Pfizer is one of the world's largest pharmaceutical firms, with annual sales of roughly $60 billion. While it historically sold many types of healthcare products and chemicals, now prescription drugs and vaccines account for the majority of sales. Top sellers include pneumococcal vaccine Prevnar 13 and cardiology drugs Vyndaqel and Eliquis. Pfizer sells these products globally, with international sales representing 40% of total sales. Within international sales, emerging markets are a major contributor.
Market cap 152.4B · 75,000 employees
St. Louis Financial Stress Index
STLFSI4
What to Watch
PFE moves ~12 weeks before St. Louis Financial Stress Index
Watch PFE for an early read on St. Louis Financial Stress Index.
Holds across regimes
Correlation is similar when markets rise (+8%) 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: -12 to 12 weeks.
Selected shift
+12 weeks
Correlation at this shift
+50%
+12% stronger than no-shift baseline
St. Louis Financial Stress Index shifted 12 weeks earlier. Reads: "Does Pfizer Inc. today line up with St. Louis Financial Stress Index 12 weeks from now?"
248 overlapping points at this shift
Time series with St. Louis Financial Stress Index shifted 12 weeks earlier
Indexed to 100 at start
Deep Dive
Stability
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
Corr
+39%
Pearson correlation
95% CI
+28% → +49%
Likely range
R²
15.0%
Variance explained
Trend agreement
49.8%
Same-direction moves
Significance
p < 0.001
Statistical confidence
Data points
260
Robust
Pipeline
Pipeline Summary
260 paired data points survived the weekly window.
Raw input
1,255
1,687
Normalized
1,255
1,687
Prepared
261
1,687
Aligned
260
260
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.
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
+8%
59 periods · Return correlation when both series rose
Both Falling
+5%
65 periods · Return correlation when both series fell
Diverging
-55%
125 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1,428
A: 1 / B: 1427
Series A
Pfizer Inc.
PFE
Market cap 152.4B · 75,000 employees
Stock · 1,255 raw → 261 prepared
Series B
STLFSI4
FRED · 1,687 raw → 1,687 prepared
Sign agreement
8.8%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
0.0124
Linear regression slope.
Intercept
-0.9308
Linear regression intercept.
Saved 1 hour ago · ID: fred-stlfsi4_stock-pfe_5y
STLFSI4
St. Louis Financial Stress Index
Strongest positive