V-Lab
Exchange Rates EWMA Covariance Correlation Analysis
Average correlation for Wednesday, August 5th, 2026
Average Correlation
0.3673
decreased by 0.0100
Max Correlation
0.8433
unchanged at 0.0000
1st Factor
0.4551
decreased by 0.0100
Analysis last updated: Tuesday, August 4, 2026 at 10:08 PM UTC
20 most correlated assets
No assets selected
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No assets selected
Aug 5, 2024 – Aug 5, 2026