Global equity market correlation matrix
Has investing across different national markets provided diversification in historical prices?
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Sample JSON
Specification JSON
Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Highest item: United States
- 0.31
- Lowest item: Hong Kong
- 0.21
- Average
- 0.28
- Number of items
- 5 items
Global correlation matrix
Correlation of common weekly returns (−1 to 1) (Matrix)
Valid weeks
Common observation weeks (weeks) (Bar)
Currencies and time zones
Correlation of common weekly returns (−1 to 1) and Common observation weeks (weeks) (Table)
Sample data rows
| Market pair | Correlation of common weekly returns (−1 to 1) | Common observation weeks (weeks) | Data date (sample) |
|---|---|---|---|
| Hong Kong | 0.21 | 10 | 2026-10-16 |
| United States | 0.31 | 49 | 2026-10-16 |
| Japan | 0.31 | 37 | 2026-10-16 |
| Europe | 0.27 | 25 | 2026-10-16 |
| Canada | 0.28 | 17 | 2026-10-16 |