Crypto and stock risk co-movement

Do crypto assets still provide a source of volatility different from stocks?

거시경제, 외환, 암호자산 MAC-041 선 샘플

샘플 데이터. 이 페이지의 모든 숫자, 종목 코드, 보유 종목은 2026-10-16 기준으로 생성한 샘플 데이터이며, 레이아웃과 방법론을 설명하기 위한 교육 및 정보 제공 목적으로만 사용됩니다. 시장 데이터, 백테스트 결과 또는 예측이 아니며, 사양에 설명된 분석 엔진은 실행되지 않습니다.

CSV 다운로드 샘플 JSON 사양 JSON 샘플 기준일

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) (선)

Supporting chart: common observations and volatility of both sides

Common observations and volatility of both sides (막대)

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 (표)

샘플 데이터 행

Common trading daysRolling daily return correlation (-1 to 1)Common observations and volatility of both sidesData 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