Correlation Intelligence
Live correlation estimates across targeted assets · updated 4 min ago
Explore the matrix
Correlation matrix
| TSMC | ASML | Nvidia | Samsung | |
|---|---|---|---|---|
| TSMC | 1.00 | 0.53 | 0.44 | 0.72 |
| ASML | 0.53 | 1.00 | 0.39 | 0.66 |
| Nvidia | 0.44 | 0.39 | 1.00 | 0.56 |
| Samsung | 0.72 | 0.66 | 0.56 | 1.00 |
High (≥0.70)
Moderate (0.50–0.69)
Low (0.35–0.49)
Weak (<0.35)
TSMC ↔ Samsung Electronics
90-day rolling correlation of daily returns
Current
0.72
90D Change
+0.11
90-day trend
Correlation has risen steadily over the past 90 days, coinciding with shared exposure to AI-accelerator demand and overlapping capex cycles across advanced-node manufacturing. See the driving events →
All pairs, ranked
Avg. Correlation
0.55
+0.04 (90d)
Highest Pair
0.72
TSMC ↔ Samsung
Lowest Pair
0.39
ASML ↔ Nvidia
Pairs Rising
4 of 6
Since 90d ago
Ranked by correlation
90-day rolling window · daily returns
TSMC ↔ Samsung Electronics
High0.72
90D Δ+0.11
ASML ↔ Samsung Electronics
High0.66
90D Δ+0.05
Nvidia ↔ Samsung Electronics
Moderate0.56
90D Δ+0.08
TSMC ↔ ASML
Moderate0.53
90D Δ-0.02
TSMC ↔ Nvidia
Low0.44
90D Δ-0.06
ASML ↔ Nvidia
Low0.39
90D Δ+0.01
Structural view
Co-movement clusters
Assets grouped by how closely they move together over the past 90 days.
Tight clusteravg. 0.72
TSMCSamsung Electronics
Moderate clusteravg. 0.58
ASMLSamsung ElectronicsNvidia
Loosely linkedavg. 0.41
ASMLNvidia
Concentration signals
TSMC and Samsung now move together 72% of the time — up from 61% three months ago, reducing effective diversification within this agent's basket. See Risk Intelligence →
Nvidia remains the least correlated target, but its link to Samsung has strengthened by 0.08 over 90 days.
ASML and Nvidia remain the most independent pair, offering the best residual diversification in this basket.