Change in correlation during stress periods
Does the benefit of diversification decline in falling markets?
Download CSV
Sample JSON
Specification JSON
Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Highest item: Sample E
- 0.15
- Lowest item: Sample C
- -0.17
- Average
- 0.06
- Number of items
- 5 items
Change in correlation during stress periods
Correlation difference (unitless) (Matrix)
Valid sample size (observations)
Valid sample size (observations) (Bar)
Event detail and data date
Correlation difference (unitless) and Valid sample size (observations) (Table)
Sample data rows
| Symbol/event/scenario | Correlation difference (unitless) | Valid sample size (observations) | Data date (sample) |
|---|---|---|---|
| Sample A | 0.09 | 75 | 2026-10-16 |
| Sample B | 0.12 | 33 | 2026-10-16 |
| Sample C | -0.17 | 21 | 2026-10-16 |
| Sample D | 0.12 | 28 | 2026-10-16 |
| Sample E | 0.15 | 46 | 2026-10-16 |