Covariance Calculator
X Values (space/comma separated)
Y Values
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Covariance
4.4286
Correlation (r)
0.9764
n
8
Correlation: Strong positive
Covariance measures how two variables change together. Positive covariance means they tend to increase together; negative means one increases as the other decreases. It is the foundation of correlation and portfolio theory.
- 1Sample covariance: Cov(X,Y) = Σ(xᵢ−x̄)(yᵢ−ȳ) / (n−1)
- 2Positive: variables move together
- 3Negative: variables move oppositely
- 4Zero: no linear relationship
X=[2,4,4,4,5], Y=[1,3,3,4,4]=Cov ≈ 0.95 (positive relationship)
| Sign | Meaning | Example |
|---|---|---|
| Positive | Variables increase together | Height & weight |
| Negative | Inverse relationship | Price & demand |
| Zero | No linear relationship | Shoe size & IQ |
| Normalised = r | Correlation coefficient | −1 to +1 range |
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