This module allows you to analyze existing cross correlation between All Ords and OSE All. You can compare the effects of market volatilities on All Ords and OSE All 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 OSE All. See also your portfolio center. Please also check ongoing floating volatility patterns of All Ords and OSE All.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, All Ords is expected to under-perform the OSE All. But the index apears to be less risky and, when comparing its historical volatility, All Ords is 1.46 times less risky than OSE All. The index trades about -0.07 of its potential returns per unit of risk. The OSE All is currently generating about 0.53 of returns per unit of risk over similar time horizon. If you would invest 88,957 in OSE All on December 19, 2017 and sell it today you would earn a total of 4,560 from holding OSE All or generate 5.13% return on investment over 30 days.