This module allows you to analyze existing cross correlation between S&P 500 and All Ords. You can compare the effects of market volatilities on SP 500 and All Ords 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 SP 500 with a short position of All Ords. See also your portfolio center. Please also check ongoing floating volatility patterns of SP 500 and All Ords.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, S&P 500 is expected to generate 1.55 times more return on investment than All Ords. However, SP 500 is 1.55 times more volatile than All Ords. It trades about 0.07 of its potential returns per unit of risk. All Ords is currently generating about 0.02 per unit of risk. If you would invest 271,626 in S&P 500 on February 17, 2018 and sell it today you would earn a total of 3,575 from holding S&P 500 or generate 1.32% return on investment over 30 days.