This module allows you to analyze existing cross correlation between SPTSX Comp and ISEQ. You can compare the effects of market volatilities on SPTSX Comp and ISEQ 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 SPTSX Comp with a short position of ISEQ. See also your portfolio center. Please also check ongoing floating volatility patterns of SPTSX Comp and ISEQ.
|Time Horizon||30 Days Login to change|
SPTSX Comp vs. ISEQ
Assuming 30 trading days horizon, SPTSX Comp is expected to generate 1.04 times more return on investment than ISEQ. However, SPTSX Comp is 1.04 times more volatile than ISEQ. It trades about 0.01 of its potential returns per unit of risk. ISEQ is currently generating about 0.01 per unit of risk. If you would invest 1,543,940 in SPTSX Comp on March 22, 2018 and sell it today you would earn a total of 4,492 from holding SPTSX Comp or generate 0.29% return on investment over 30 days.