Change in correlation during stress periods
Does the benefit of diversification decline in falling markets?
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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
- 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) (マトリクス)
Valid sample size (observations)
Valid sample size (observations) (棒)
Event detail and data date
Correlation difference (unitless) and Valid sample size (observations) (表)
サンプルデータ行
| 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 |