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V-Lab

Equity Sectors EWMA Covariance Correlation Analysis

Average correlation for Wednesday, May 13th, 2026

Average Correlation

0.2667

decreased by 0.0100

Max Correlation

0.7801

unchanged at 0.0000

1st Factor

0.4487

decreased by 0.0100

Analysis last updated: Thursday, May 14, 2026 at 12:10 AM UTC

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May 13, 2024 – May 13, 2026