Equity and bond diversification effect
Is the historical complementarity between equities and bonds weakening?
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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: Recent
- 0.88
- Lowest item: Near zero
- -0.23
- Average
- 0.36
- Number of items
- 4 items
Equity-bond correlation
Equity-bond weekly return correlation (−1 to 1) (Line)
Share of weeks both fell
Weeks both fell together (weeks) (Bar)
Bond proxy attributes
Equity-bond weekly return correlation (−1 to 1) and Weeks both fell together (weeks) (Table)
Sample data rows
| Rolling window end | Equity-bond weekly return correlation (−1 to 1) | Weeks both fell together (weeks) | Data date (sample) |
|---|---|---|---|
| Negative correlation period | 0.33 | 27 | 2026-10-16 |
| Near zero | -0.23 | 7 | 2026-10-16 |
| Positive correlation period | 0.45 | 25 | 2026-10-16 |
| Recent | 0.88 | 9 | 2026-10-16 |