AI Research UBERmacro:brent_daily

UBER vs Brent crude: daily return correlation and oil-variance explained (~3yr sample)

The idea that rising oil prices hurt Uber is a neat story—but the data doesn't support it. Over the past three years, across 721 overlapping trading days, the daily return correlation between UBER and Brent crude is essentially zero. Oil explains just 0.07% of Uber's daily variance, and the statistical signal is indistinguishable from noise (p-value 0.487).

This study tests the narrative head-on: does Uber actually trade like a transport stock tied to fuel costs, or like the tech growth company it claims to be? The answer is clear, and the full evidence—correlations, regression output, and rolling window analysis—is laid out below.

The research question

For UBER over the past ~3 years, is there a reliable inverse relationship between its daily returns and daily Brent crude moves, and how much of its variance does oil explain? Thesis: The correlation is essentially zero, so 'rising oil hurts Uber' is a narrative with no statistical support—UBER trades as a tech growth stock, not an energy proxy.

How this was measured

UBER minute bars were resampled to daily close-to-close returns. Brent crude daily price series (brent_daily_df) was converted to percent changes. Common trading days were aligned. Pearson and Spearman correlations quantify linear and monotonic association. Ordinary least squares (UBER ~ Brent) provides the slope (beta to oil) and R² (variance explained). A rolling 60-day Pearson correlation visualizes any temporal instability. P-values test the null of zero correlation.

The key numbers

Observations (overlapping trading days)
721
daily returns where both series exist
Pearson r
-0.0259
Spearman ρ
0.0244
OLS slope (β)
-0.0261
UBER return per 1% Brent change
R² (variance explained)
0.0672%
share of UBER return variance explained by Brent
Pearson p-value
0.4872
p=0.4872 ≥ 0.05 → no statistically-significant correlation
OLS slope p-value
0.4872
p=0.4872 ≥ 0.05 → slope not distinguishable from zero

Reading the numbers

Over 721 overlapping trading days, the correlation between UBER daily returns and Brent crude daily returns is a mere -0.026, and oil explains only 0.067% of Uber's movement. With p-values around 0.49, that relationship is indistinguishable from random noise.

The charts

UBER daily returns vs Brent daily returns
What this chart says

The scatter plot is a shapeless cloud: points are scattered left and right across Brent's returns and up and down across Uber's returns with no tilt. If rising oil hurt Uber, you'd see a downward slope from left to right, but here the dots form a round blob. That visual matches the near-zero correlation number — there is no reliable pattern linking Uber's daily moves to oil's.

Rolling 60-day Pearson correlation
What this chart says

The rolling 60-day correlation line ping-pongs between roughly -0.39 and +0.44, crossing zero repeatedly over the three years. That choppy behavior means the relationship (or lack thereof) is unstable: some months it looks slightly negative, others slightly positive, but it never locks into a consistent inverse pattern. The average across all 662 windows is just 0.01, confirming the thesis that Uber does not trade as an oil proxy.

The takeaway

The answer is no: over the past three years, Uber's daily returns have essentially no relationship with daily moves in Brent crude. The correlation is basically zero — Pearson r of -0.026, Spearman ρ of +0.024 — and oil explains just 0.07% of Uber's daily price variance (R² = 0.00067). That means on any given day, knowing whether oil went up or down tells you nothing about which way Uber went. Statistically, this is a flat null: the p-value of 0.487 means there's about a 49-in-100 chance that even this whisper of a relationship is just random noise across 721 trading days. The practical takeaway is that the 'rising oil hurts Uber' narrative has no empirical support at the daily horizon — Uber continues to behave like a tech growth stock, not a commodity-sensitive transport play.

The fine print