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V-Lab

International Equities EWMA Covariance Correlation Analysis

Average correlation for Wednesday, May 13th, 2026

Average Correlation

0.7846

decreased by 0.0200

Max Correlation

0.9406

unchanged at 0.0000

1st Factor

0.7996

decreased by 0.0200

Analysis last updated: Wednesday, May 13, 2026 at 11:39 PM UTC

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May 13, 2024 – May 13, 2026