Exchange Rates EWMA Covariance Correlation Analysis
Average correlation for Friday, May 15th, 2026
Average Correlation
0.4681
increased by 0.0100
Max Correlation
0.8896
increased by 0.0100
1st Factor
0.5546
increased by 0.0100
Analysis last updated: Friday, May 15, 2026 at 08:53 PM UTC
20 most correlated assets
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May 15, 2024 – May 15, 2026