Pair cointegration stability
Do historical pair relationships often break down?
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サンプルJSON
仕様JSON
サンプル基準日
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Latest value
- 0.549 0 to 1
- Period average
- 0.554 0 to 1
- Period high
- 0.935 0 to 1
- Period low
- 0.169 0 to 1
Pair cointegration stability
Test p-value (0 to 1) (折れ線)
Benchmark / after-cost return (%)
Benchmark / after-cost return (%) (棒)
Event detail and data date
Test p-value (0 to 1) and Benchmark / after-cost return (%) (表)
サンプルデータ行
| Trading day/observation period | Test p-value (0 to 1) | Benchmark / after-cost return (%) | Data date (sample) |
|---|---|---|---|
| 2025-10-16 | 0.588 | 5.37 | 2025-10-16 |
| 2025-11-03 | 0.438 | 3.1 | 2025-11-03 |
| 2025-11-17 | 0.719 | 4.07 | 2025-11-17 |
| 2025-12-03 | 0.678 | 13.09 | 2025-12-03 |
| 2025-12-19 | 0.696 | 3.91 | 2025-12-19 |
| 2026-01-02 | 0.29 | 4.98 | 2026-01-02 |
| 2026-01-20 | 0.682 | 33.55 | 2026-01-20 |
| 2026-02-05 | 0.606 | 2.91 | 2026-02-05 |
| 2026-02-23 | 0.319 | 55.4 | 2026-02-23 |
| 2026-03-09 | 0.627 | 8.25 | 2026-03-09 |
| 2026-03-25 | 0.631 | 8.3 | 2026-03-25 |
| 2026-04-10 | 0.482 | 5.17 | 2026-04-10 |
| 2026-04-24 | 0.81 | 3.48 | 2026-04-24 |
| 2026-05-12 | 0.645 | 1.35 | 2026-05-12 |
| 2026-05-28 | 0.403 | 17.88 | 2026-05-28 |
| 2026-06-11 | 0.716 | 3.5 | 2026-06-11 |
| 2026-06-29 | 0.266 | 17.52 | 2026-06-29 |
| 2026-07-15 | 0.774 | 13.63 | 2026-07-15 |
| 2026-07-31 | 0.696 | 8.56 | 2026-07-31 |
| 2026-08-14 | 0.428 | 42.37 | 2026-08-14 |
| 2026-09-01 | 0.725 | 12.11 | 2026-09-01 |
| 2026-09-17 | 0.69 | 5 | 2026-09-17 |
| 2026-10-01 | 0.463 | 13.52 | 2026-10-01 |
| 2026-10-16 | 0.549 | 4.82 | 2026-10-16 |