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International Equities EWMA Covariance Correlation Analysis
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Average Correlation for Tuesday, January 20th, 2026:
0.5818 (0.0100)
Analysis last updated: Wednesday, January 21, 2026 at 12:45 AM UTC
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EFA
IEUR
ACWI
IPAC
URTH
EWU
EWN
EEM
EWJ
EWA
EWC
EWI
EWT
EWG
SPY
EWD
EWH
EWP
EWS
EWL
EFA
IEUR
ACWI
IPAC
URTH
EWU
EWN
EEM
EWJ
EWA
EWC
EWI
EWT
EWG
SPY
EWD
EWH
EWP
EWS
EWL
from
to
6M
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1Y
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2Y