Crypto tail-shock co-movement rate
When one coin plunges, how often do other coins plunge at the same time?
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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: Asset B
- 25.4 %
- Lowest item: Asset C
- 3.8 %
- Average
- 10.7 %
- Number of items
- 5 items
Main chart: share of joint tail-drop events (%), by asset pair
Share of joint tail-drop events (%) (Matrix)
Supporting chart: event denominator and ordinary correlation coefficient
Event denominator and ordinary correlation coefficient (days from data date) (Bar)
Detail: data rows, observation dates and missing-value status for the crypto tail-shock co-movement rate
Share of joint tail-drop events (%) and Event denominator and ordinary correlation coefficient (days from data date) (Table)
Sample data rows
| Asset pair | Share of joint tail-drop events (%) | Event denominator and ordinary correlation coefficient (days from data date) | Data date (sample) |
|---|---|---|---|
| Asset A | 7 | 6 | 2026-10-16 |
| Asset B | 25.4 | 8 | 2026-10-16 |
| Asset C | 3.8 | 26 | 2026-10-16 |
| Asset D | 9.8 | 5 | 2026-10-16 |
| Asset E | 7.3 | 8 | 2026-10-16 |