This module allows you to analyze existing cross correlation between BSE and ISEQ. You can compare the effects of market volatilities on BSE 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 BSE with a short position of ISEQ. See also your portfolio center. Please also check ongoing floating volatility patterns of BSE and ISEQ.
|Time Horizon||30 Days Login to change|
BSE vs. ISEQ
Assuming 30 trading days horizon, BSE is expected to generate 1.3 times more return on investment than ISEQ. However, BSE is 1.3 times more volatile than ISEQ. It trades about 0.17 of its potential returns per unit of risk. ISEQ is currently generating about -0.09 per unit of risk. If you would invest 3,461,613 in BSE on May 21, 2018 and sell it today you would earn a total of 93,120 from holding BSE or generate 2.69% return on investment over 30 days.