Multi-coin correlation and diversification effect
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Sample JSON
Specification JSON
Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Highest item: BTC
- 0.16
- Lowest item: SOL
- -0.29
- Average
- 0.06
- Number of items
- 7 items
Multi-coin correlation and diversification effect
Correlation coefficient (Matrix)
Rolling correlation matrix + stress-period comparison
Correlation on benchmark down days (Bar)
Data detail
Correlation coefficient and Correlation on benchmark down days (Table)
Sample data rows
| Item | Correlation coefficient | Correlation on benchmark down days | Data date (sample) |
|---|---|---|---|
| BTC | 0.16 | 0.08 | 2026-10-16 |
| ETH | 0.16 | -0.25 | 2026-10-16 |
| SOL | -0.29 | 1 | 2026-10-16 |
| XRP | 0.03 | 0.12 | 2026-10-16 |
| BNB | 0.11 | 0.58 | 2026-10-16 |
| ADA | 0.09 | -0.27 | 2026-10-16 |
| DOGE | 0.14 | 1 | 2026-10-16 |