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V-Lab

Equity Sectors EWMA Covariance Correlation Analysis

Average correlation for Monday, March 23rd, 2026

Average Correlation

0.3750

unchanged at 0.0000

Max Correlation

0.8032

increased by 0.0100

1st Factor

0.4899

unchanged at 0.0000

Analysis last updated: Tuesday, March 24, 2026 at 02:10 AM UTC

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SPXXLIXLBXLYXLKXLVXLPXLFXLUXLESPXXLIXLBXLYXLKXLVXLPXLFXLUXLE
Mar 25, 2024 – Mar 25, 2026