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V-Lab

International Equities EWMA Covariance Correlation Analysis

Average correlation for Friday, May 15th, 2026

Average Correlation

0.7870

increased by 0.0100

Max Correlation

0.9431

unchanged at 0.0000

1st Factor

0.8010

increased by 0.0100

Analysis last updated: Saturday, May 16, 2026 at 12:41 AM UTC

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May 16, 2024 – May 16, 2026