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Mathematics

Covariance Calculator

Covariance and correlation coefficient

Covariance Calculator

X Values (space/comma separated)
Y Values

Results

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.

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