V-Lab
Exchange Rates EWMA Covariance Correlation Analysis
Average correlation for Friday, September 11th, 2026
Average Correlation
0.4090
increased by 0.0400
Max Correlation
0.8216
unchanged at 0.0000
1st Factor
0.4863
increased by 0.0200
Analysis last updated: Friday, September 11, 2026 at 08:48 PM UTC
20 most correlated assets
No assets selected
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No assets selected
Sep 12, 2024 – Sep 12, 2026