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V-Lab

Equity Sectors EWMA Covariance Correlation Analysis

Average correlation for Monday, June 1st, 2026

Average Correlation

0.2092

decreased by 0.0100

Max Correlation

0.7184

decreased by 0.0500

1st Factor

0.4252

decreased by 0.0100

Analysis last updated: Tuesday, June 2, 2026 at 11:35 PM UTC

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Jun 3, 2024 – Jun 3, 2026