This module allows you to analyze existing cross correlation between S&P 500 and OSE All. You can compare the effects of market volatilities on SP 500 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 SP 500 with a short position of OSE All. See also your portfolio center. Please also check ongoing floating volatility patterns of SP 500 and OSE All.
|Time Horizon||30 Days Login to change|
S&P 500 vs. OSE All
Assuming 30 trading days horizon, S&P 500 is expected to under-perform the OSE All. In addition to that, SP 500 is 1.7 times more volatile than OSE All. It trades about -0.02 of its total potential returns per unit of risk. OSE All is currently generating about 0.12 per unit of volatility. If you would invest 90,902 in OSE All on March 24, 2018 and sell it today you would earn a total of 4,315 from holding OSE All or generate 4.75% return on investment over 30 days.