FX co-movement matrix
Are holdings in multiple currencies still concentrated in the same risk?
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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: EUR base pairs
- 0.41
- Lowest item: JPY base pairs
- 0.23
- Average
- 0.33
- Number of items
- 5 items
Main chart: correlation of daily FX returns (-1 to 1), by currency pair
Correlation of daily FX returns (-1 to 1) (Matrix)
Supporting chart: common sample size and missing days
Common sample size and missing days (Bar)
Detail: rows, observation dates and missing-value status for the FX co-movement matrix
Correlation of daily FX returns (-1 to 1) and Common sample size and missing days (Table)
Sample data rows
| Currency pair | Correlation of daily FX returns (-1 to 1) | Common sample size and missing days | Data date (sample) |
|---|---|---|---|
| EUR base pairs | 0.41 | 94.5 | 2026-10-16 |
| JPY base pairs | 0.23 | 93.4 | 2026-10-16 |
| GBP base pairs | 0.33 | 89 | 2026-10-16 |
| AUD base pairs | 0.37 | 90.6 | 2026-10-16 |
| CAD base pairs | 0.31 | 87.5 | 2026-10-16 |