This module allows you to analyze existing cross correlation between All Ords and XU100. You can compare the effects of market volatilities on All Ords and XU100 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 XU100. See also your portfolio center. Please also check ongoing floating volatility patterns of All Ords and XU100.
|Time Horizon||30 Days Login to change|
All Ords vs. XU100
Assuming 30 trading days horizon, All Ords is expected to generate 0.25 times more return on investment than XU100. However, All Ords is 4.01 times less risky than XU100. It trades about 0.1 of its potential returns per unit of risk. XU100 is currently generating about -0.14 per unit of risk. If you would invest 619,020 in All Ords on May 21, 2018 and sell it today you would earn a total of 8,330 from holding All Ords or generate 1.35% return on investment over 30 days.