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V-Lab

International Equities EWMA Covariance Correlation Analysis

Average correlation for Thursday, June 18th, 2026

Average Correlation

0.7139

decreased by 0.0200

Max Correlation

0.9083

unchanged at 0.0000

1st Factor

0.7305

decreased by 0.0200

Analysis last updated: Thursday, June 18, 2026 at 11:43 PM UTC

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Jun 17, 2024 – Jun 17, 2026