{
    "id": "GLB-047",
    "category": "GLB",
    "title": "壓力市況的跨資產相關",
    "question": "平常能分散的資產，在股票大跌周是否開始一起下跌？",
    "chart": "matrix",
    "metric": "壓力樣本回報相關（−1 至 1）",
    "secondary": "壓力週樣本數（週）",
    "x": "資產代理配對",
    "y": "壓力樣本回報相關（−1 至 1）",
    "panels": [
        "壓力期相關",
        "全樣本相關",
        "事件週與樣本量"
    ],
    "filters": [
        "市場組合",
        "共同期間",
        "基準幣別"
    ],
    "apis": [
        "EOD",
        "FUND",
        "FX"
    ],
    "calculation": "預先定義股票代理回報低於樣本5%分位的周，比較這些周與全部周的跨資產相關。",
    "caveat": "條件化及小樣本會改變相關估計；ETF代理含結構成本，壓力分位選取不能事後挑結果。；先核對交易所／商品代碼覆蓋，並對齊交易日、時區及幣別。",
    "data_class": "衍生",
    "complexity": "高",
    "audience": "專業",
    "reach": 4,
    "frequency": 5,
    "decision": 6,
    "clarity": 7,
    "sample_labels": [
        "股票代理",
        "國債代理",
        "黃金代理",
        "信用債代理"
    ],
    "cadence": "每交易日收市後",
    "sample_note": "僅用於合成視覺示意，並非真實行情或投資成果。",
    "category_name": "全球市場與跨市場比較",
    "score": 51.0,
    "requires_user_input": false,
    "requires_extra_plan": false,
    "source_urls": [
        "https://eodhd.com/financial-apis/api-for-historical-data-and-volumes",
        "https://eodhd.com/financial-apis/stock-etfs-fundamental-data-feeds",
        "https://eodhd.com/financial-apis/list-supported-forex-currencies"
    ],
    "rank": 934,
    "stage": "P4",
    "svg_file": "mockups/0934-GLB-047.svg",
    "demo_fingerprint": "74676f2ddb516043",
    "collection": "catalogue",
    "sample_annotation": {
        "sample": true,
        "as_of": "2026-10-16",
        "notice": "Charts and tables for this report are generated, deterministic synthetic sample observations for educational layout and unit demonstration only. No provider, market data or analysis engine is called, and nothing here is a statement about real securities.",
        "notice_zh": "此報告的圖表與數據為確定性生成的合成示例數據，僅供教育及版面展示；並無連接任何資料供應商或實際分析引擎，不代表任何真實證券的表現。",
        "default_filters": {
            "symbol": "0700.HK",
            "period": "1Y",
            "benchmark": "HSI"
        },
        "filters": {
            "symbol": [
                "0700.HK",
                "0005.HK",
                "AAPL.US",
                "MSFT.US",
                "SPY.US",
                "BTC-USD.CC"
            ],
            "period": [
                "1Y",
                "3Y",
                "5Y"
            ],
            "benchmark": [
                "HSI",
                "SPX",
                "BTC"
            ]
        },
        "library": {
            "version": "2026-10-19",
            "source": "https://chatgpt.com/share/6ad67223-c610-83e8-adb2-33aaf792e584",
            "sample": true
        }
    }
}