QUANTORA · ROLLING CORRELATION

Rolling correlation

Two stocks can look like they move together for years, then quietly decouple. Quantora rolls a 63-trading-day (~3-month) Pearson correlation across roughly five years of daily returns, so you can watch how the relationship between any two tickers drifts through time - tightening in stress, loosening in calm. No login, free.

Ticker A

Ticker B

The rolling correlation is the Pearson correlation of the two tickers' daily returns over a trailing 63-trading-day (~3-month) window, aligned on their common trading days. +1 means they move in lockstep, 0 means unrelated, -1 means they move exactly opposite. Correlations are not stable - they drift with the market regime and tend to spike toward +1 in a crash, when almost everything sells off together - so read this as a changing relationship, not a signal. Past performance does not guarantee future results. Educational only - not investment advice.