Market volatility and stock dispersion
Is the gap between individual stocks still wide when the index is calm?
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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: High volatility, low dispersion
- 42.34 %
- Lowest item: High volatility, high dispersion
- 31.31 %
- Average
- 35.98 %
- Number of items
- 4 items
Market volatility and dispersion
Cross-sectional standard deviation of stock returns (%) (散布図)
Distribution of stock returns
Rolling market volatility (%) (棒)
Scale and sample
Cross-sectional standard deviation of stock returns (%) and Rolling market volatility (%) (表)
サンプルデータ行
| Rolling market volatility (%) | Cross-sectional standard deviation of stock returns (%) | Rolling market volatility (%) | Data date (sample) |
|---|---|---|---|
| Low volatility, low dispersion | 35.82 | 18.19 | 2026-10-16 |
| Low volatility, high dispersion | 34.44 | 28.24 | 2026-10-16 |
| High volatility, low dispersion | 42.34 | 23.84 | 2026-10-16 |
| High volatility, high dispersion | 31.31 | 33.6 | 2026-10-16 |