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 generate 0.62 times more return on investment than OSE All. However, All Ords is 1.61 times less risky than OSE All. It trades about -0.02 of its potential returns per unit of risk. OSE All is currently generating about -0.07 per unit of risk. If you would invest 606,390 in All Ords on February 22, 2018 and sell it today you would lose (2,070) from holding All Ords or give up 0.34% of portfolio value over 30 days.