Change in correlation during stress periods
Does the benefit of diversification decline in falling markets?
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샘플 JSON
사양 JSON
샘플 기준일
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) (매트릭스)
Valid sample size (observations)
Valid sample size (observations) (막대)
Event detail and data date
Correlation difference (unitless) and Valid sample size (observations) (표)
샘플 데이터 행
| 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 |