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.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Bovespa is expected to generate 1.8 times more return on investment than OSE All. However, Bovespa is 1.8 times more volatile than OSE All. It trades about 0.53 of its potential returns per unit of risk. OSE All is currently generating about 0.63 per unit of risk. If you would invest 7,311,545 in Bovespa on December 18, 2017 and sell it today you would earn a total of 671,632 from holding Bovespa or generate 9.19% return on investment over 30 days.