Cross-asset correlation in stressed markets
Do assets that normally diversify begin to fall together in weeks when equities drop sharply?
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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: Stock proxy
- 0.25
- Lowest item: Gold proxy
- 0.15
- Average
- 0.2
- Number of items
- 4 items
Stress-period correlation
Return correlation in stress sample (-1 to 1) (Matrix)
Full-sample correlation
Stress-week observations (weeks) (Bar)
Event weeks and sample size
Return correlation in stress sample (-1 to 1) and Stress-week observations (weeks) (Table)
Sample data rows
| Asset proxy pair | Return correlation in stress sample (-1 to 1) | Stress-week observations (weeks) | Data date (sample) |
|---|---|---|---|
| Stock proxy | 0.25 | 83.1 | 2026-10-16 |
| Government bond proxy | 0.22 | 84.6 | 2026-10-16 |
| Gold proxy | 0.15 | 91.7 | 2026-10-16 |
| Credit bond proxy | 0.16 | 100 | 2026-10-16 |