Equity and bond diversification effect
Is the historical complementarity between equities and bonds weakening?
CSVをダウンロード
サンプルJSON
仕様JSON
サンプル基準日
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) (折れ線)
Share of weeks both fell
Weeks both fell together (weeks) (棒)
Bond proxy attributes
Equity-bond weekly return correlation (−1 to 1) and Weeks both fell together (weeks) (表)
サンプルデータ行
| 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 |