This module allows you to analyze existing cross correlation between SPTSX Comp and OMX COPENHAGEN. You can compare the effects of market volatilities on SPTSX Comp and OMX COPENHAGEN 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 OMX COPENHAGEN. See also your portfolio center. Please also check ongoing floating volatility patterns of SPTSX Comp and OMX COPENHAGEN.
|Time Horizon||30 Days Login to change|
SPTSX Comp vs. OMX COPENHAGEN
Assuming 30 trading days horizon, SPTSX Comp is expected to generate 0.56 times more return on investment than OMX COPENHAGEN. However, SPTSX Comp is 1.79 times less risky than OMX COPENHAGEN. It trades about 0.26 of its potential returns per unit of risk. OMX COPENHAGEN is currently generating about 0.0 per unit of risk. If you would invest 1,603,772 in SPTSX Comp on May 26, 2018 and sell it today you would earn a total of 41,238 from holding SPTSX Comp or generate 2.57% return on investment over 30 days.