Crypto and stock risk co-movement
Do crypto assets still provide a source of volatility different from stocks?
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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
- Latest value
- 0.61
- Period average
- 0.7
- Period high
- 0.81
- Period low
- 0.55
Main chart: rolling daily return correlation (-1 to 1), ordered by common trading days
Rolling daily return correlation (-1 to 1) (Line)
Supporting chart: common observations and volatility of both sides
Common observations and volatility of both sides (Bar)
Detail: data rows, observation dates and missing-value status for crypto and stock risk co-movement
Rolling daily return correlation (-1 to 1) and Common observations and volatility of both sides (Table)
Sample data rows
| Common trading days | Rolling daily return correlation (-1 to 1) | Common observations and volatility of both sides | Data date (sample) |
|---|---|---|---|
| 2025-10-16 | 0.77 | 44.75 | 2025-10-16 |
| 2025-11-03 | 0.79 | 53.8 | 2025-11-03 |
| 2025-11-17 | 0.73 | 41.21 | 2025-11-17 |
| 2025-12-03 | 0.76 | 31.33 | 2025-12-03 |
| 2025-12-19 | 0.8 | 37.85 | 2025-12-19 |
| 2026-01-02 | 0.8 | 40.04 | 2026-01-02 |
| 2026-01-20 | 0.75 | 29.32 | 2026-01-20 |
| 2026-02-05 | 0.76 | 34.56 | 2026-02-05 |
| 2026-02-23 | 0.75 | 22.27 | 2026-02-23 |
| 2026-03-09 | 0.68 | 16.48 | 2026-03-09 |
| 2026-03-25 | 0.7 | 16.02 | 2026-03-25 |
| 2026-04-10 | 0.67 | 30.39 | 2026-04-10 |
| 2026-04-24 | 0.58 | 35.97 | 2026-04-24 |
| 2026-05-12 | 0.6 | 46.74 | 2026-05-12 |
| 2026-05-28 | 0.65 | 42.11 | 2026-05-28 |
| 2026-06-11 | 0.67 | 19.16 | 2026-06-11 |
| 2026-06-29 | 0.6 | 14.25 | 2026-06-29 |
| 2026-07-15 | 0.66 | 19.45 | 2026-07-15 |
| 2026-07-31 | 0.72 | 44.16 | 2026-07-31 |
| 2026-08-14 | 0.66 | 42.72 | 2026-08-14 |
| 2026-09-01 | 0.69 | 46.16 | 2026-09-01 |
| 2026-09-17 | 0.7 | 31.64 | 2026-09-17 |
| 2026-10-01 | 0.71 | 10.28 | 2026-10-01 |
| 2026-10-16 | 0.61 | 15.55 | 2026-10-16 |