This module allows you to analyze existing cross correlation between Bovespa and ISEQ. You can compare the effects of market volatilities on Bovespa 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 Bovespa with a short position of ISEQ. See also your portfolio center. Please also check ongoing floating volatility patterns of Bovespa and ISEQ.
|Time Horizon||30 Days Login to change|
Bovespa vs. ISEQ
Assuming 30 trading days horizon, Bovespa is expected to under-perform the ISEQ. In addition to that, Bovespa is 1.86 times more volatile than ISEQ. It trades about -0.15 of its total potential returns per unit of risk. ISEQ is currently generating about 0.3 per unit of volatility. If you would invest 684,126 in ISEQ on April 22, 2018 and sell it today you would earn a total of 33,507 from holding ISEQ or generate 4.9% return on investment over 30 days.