This module allows you to analyze existing cross correlation between All Ords and OMX COPENHAGEN. You can compare the effects of market volatilities on All Ords and OMX COPENHAGEN and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in All Ords with a short position of OMX COPENHAGEN. See also your portfolio center. Please also check ongoing floating volatility patterns of All Ords and OMX COPENHAGEN.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, All Ords is expected to generate 1.0 times more return on investment than OMX COPENHAGEN. However, All Ords is 1.0 times less risky than OMX COPENHAGEN. It trades about -0.09 of its potential returns per unit of risk. OMX COPENHAGEN is currently generating about -0.13 per unit of risk. If you would invest 611,930 in All Ords on January 19, 2018 and sell it today you would lose (11,450) from holding All Ords or give up 1.87% of portfolio value over 30 days.