This module allows you to analyze existing cross correlation between ATX and ISEQ. You can compare the effects of market volatilities on ATX and ISEQ 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 ATX with a short position of ISEQ. See also your portfolio center. Please also check ongoing floating volatility patterns of ATX and ISEQ.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, ATX is expected to under-perform the ISEQ. In addition to that, ATX is 1.35 times more volatile than ISEQ. It trades about -0.27 of its total potential returns per unit of risk. ISEQ is currently generating about -0.31 per unit of volatility. If you would invest 723,511 in ISEQ on January 23, 2018 and sell it today you would lose (44,377) from holding ISEQ or give up 6.13% of portfolio value over 30 days.