This module allows you to analyze existing cross correlation between DOW and Seoul Comp. You can compare the effects of market volatilities on DOW and Seoul Comp 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 DOW with a short position of Seoul Comp. See also your portfolio center. Please also check ongoing floating volatility patterns of DOW and Seoul Comp.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, DOW is expected to generate 0.52 times more return on investment than Seoul Comp. However, DOW is 1.93 times less risky than Seoul Comp. It trades about 0.52 of its potential returns per unit of risk. Seoul Comp is currently generating about 0.1 per unit of risk. If you would invest 2,479,220 in DOW on December 18, 2017 and sell it today you would earn a total of 100,066 from holding DOW or generate 4.04% return on investment over 30 days.