Correlations Analysis
Correlation Analytics
Key Observations
- CLNE is most correlated with $GSPC (r = 0.30, β = 1.16), the closest co-mover in this set — it explains about 9% of CLNE daily moves (R² = 0.09).
- $STI is effectively uncorrelated (r = -0.07), the best diversifier against CLNE here.
- Across the set (all Equity Indices), average correlation to CLNE is 0.08.
- Correlation to $AEX is rising (3M r = 0.18 vs 1Y 0.02) — they have been moving together more lately.
- Overall, CLNE is largely idiosyncratic versus this set (avg |r| = 0.10) — its moves are mostly stock-specific.
- Versus $GSPC, Pearson r and Spearman ρ agree (0.30 vs 0.24), so the relationship is broadly linear and the β is dependable.
- CLNE and $GSPC move contemporaneously (correlation is strongest same-day) — no usable lead-lag timing within ±3 days.
- Unusually, correlation to $GSPC loosens under stress (r = 0.31 calm vs 0.19 high-VIX) — it has decoupled in volatile regimes.
| Symbol | Name | 1M | 3M | 6M | 1Y | Trend | β | R² |
|---|---|---|---|---|---|---|---|---|
| $GSPC | S&P 500 | -0.19 | -0.02 | -0.17 | 0.03 | ≈ | 1.16 | 0.09 |
| $NDX | Nasdaq 100 | -0.23 | -0.00 | -0.13 | 0.00 | ≈ | 0.77 | 0.07 |
| $DJI | Dow Jones Industrial Average | -0.14 | -0.12 | -0.20 | 0.01 | ▼ | 1.11 | 0.07 |
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