This module allows you to analyze existing cross correlation between All Ords and OMXVGI. You can compare the effects of market volatilities on All Ords and OMXVGI 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 OMXVGI. See also your portfolio center. Please also check ongoing floating volatility patterns of All Ords and OMXVGI.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, All Ords is expected to generate 1.24 times more return on investment than OMXVGI. However, All Ords is 1.24 times more volatile than OMXVGI. It trades about 0.16 of its potential returns per unit of risk. OMXVGI is currently generating about 0.0 per unit of risk. If you would invest 597,860 in All Ords on October 26, 2017 and sell it today you would earn a total of 8,090 from holding All Ords or generate 1.35% return on investment over 30 days.