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Bitcoin’s Correlation With Equities Drops to 1-Year Low

Published 18/01/2023, 15:21
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Following a strong rally in the crypto market over the past week, the correlation between Bitcoin and U.S. equities has been declining. As of this writing, BTC’s 30-day correlation to Nasdaq sits at 0.29, a level not seen in more than a year. The softening correlation, which implies the declining relevancy of U.S. markets to crypto, is generally considered a positive development.

What Factors Impact Bitcoin’s Correlation With Equities?

In a recent report, Vetle Lunde, a Senior Analyst at Arcane Research, identified four factors that usually impact the correlation between BTC and U.S. equities. These include institutional investors bundling BTC with other risk assets, growth companies holding BTC, selling pressure from miners, and a low-interest rate environment.

However, the developments in 2022 have led to almost all of these factors changing course. For instance, companies like Tesla (NASDAQ:TSLA) and miners don’t hold much Bitcoin anymore as they have already unloaded some of their holdings. In contrast, aggressive rate hikes by the Fed have put an end to a nearly-decade-long period of loose monetary policies. Lunde said:

“Compared to 2022, public companies hold far less BTC, miners have less BTC to sell, and several institutional players have left the market. All of these factors are in favor of softening correlations onwards.”

It is worth noting that certain market events can lead to a rise in the correlation between BTC and U.S. equities. After it was announced that inflation cooled down to 6.5% in December, BTC followed U.S. equities in tight tandem. However, the flagship cryptocurrencies managed to avoid losses as U.S. markets closed.

Bitcoin and the broader crypto market rallied during Asian hours after FTX’s fall. According to Arcane, the crypto market has seen a 16% upside during Asian hours vs. 10% during U.S. hours. Still, correlations matter during U.S. trading hours.

Crypto Market Likely to Stabilize Following Recent Rally

Over the weekend, cryptocurrencies surged higher in one of the most impressive rallies in about a year. Major cryptocurrencies broke above key resistance levels and extended their rallies, with the crypto market capitalization nearing $1 trillion, a level not seen since November last year.

Bitcoin, the world’s largest cryptocurrency, has reached a local high of above $21,500, while Ethereum has climbed to around $1,600. Both coins have gained around 20% over the past week. Solana, Shiba Inu, and Avalanche are the best performers among the top 20 cryptos, gaining around 35% over the past seven days.

However, Arcane believes the crypto market will stabilize in the short term. Over the past few days, Binance’s BTC/USD perpetual has seen several sharp retracements coinciding with market strength as shorts covered.

“At present, shorts are not providing much of an impetus to push prices higher in the short term. Open interest has stabilized, with no notable growth after BTC recovered to above $20,000, indicating that short traders have learned from last week’s unprofitable endeavors.”

Meanwhile, Bitcoin is trading around $21,200, essentially flat over the past day. Ethereum is also hovering around the $1,500 mark, while Shiba Inu has surged around 20% over the past day after short bets worth nearly $790,000 were liquidated.

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This article was originally published on The Tokenist. Check out The Tokenist’s free newsletter, Five Minute Finance, for weekly analysis of the biggest trends in finance and technology.

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