covarianceClassic tool
Covariance Calculator
Calculate sample covariance between two numeric series.
Use this calculator to measure how two variables move together in a sample. Enter two lists with the same number of observations and it returns the mean of each series plus the sample covariance.
It is useful for statistics, finance, data analysis and any case where you want to see whether two series tend to vary in the same direction.
Use clear inputs to get a more useful result.