This module allows you to analyze existing cross correlation between Bovespa and OSE All. You can compare the effects of market volatilities on Bovespa 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 Bovespa with a short position of OSE All. See also your portfolio center. Please also check ongoing floating volatility patterns of Bovespa and OSE All.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Bovespa is expected to under-perform the OSE All. In addition to that, Bovespa is 2.0 times more volatile than OSE All. It trades about -0.13 of its total potential returns per unit of risk. OSE All is currently generating about 0.06 per unit of volatility. If you would invest 87,423 in OSE All on October 20, 2017 and sell it today you would earn a total of 762 from holding OSE All or generate 0.87% return on investment over 30 days.