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V-Lab

International Equities EWMA Covariance Correlation Analysis

Average correlation for Tuesday, August 18th, 2026

Average Correlation

0.5720

unchanged at 0.0000

Max Correlation

0.8739

increased by 0.0100

1st Factor

0.6136

unchanged at 0.0000

Analysis last updated: Tuesday, August 18, 2026 at 11:34 PM UTC

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Aug 19, 2024 – Aug 19, 2026