This module allows you to analyze existing cross correlation between SPTSX Comp and OSE All. You can compare the effects of market volatilities on SPTSX Comp 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 SPTSX Comp with a short position of OSE All. See also your portfolio center. Please also check ongoing floating volatility patterns of SPTSX Comp and OSE All.
|Time Horizon||30 Days Login to change|
SPTSX Comp vs. OSE All
Assuming 30 trading days horizon, SPTSX Comp is expected to generate 1.07 times less return on investment than OSE All. But when comparing it to its historical volatility, SPTSX Comp is 1.98 times less risky than OSE All. It trades about 0.23 of its potential returns per unit of risk. OSE All is currently generating about 0.12 of returns per unit of risk over similar time horizon. If you would invest 98,154 in OSE All on May 25, 2018 and sell it today you would earn a total of 2,397 from holding OSE All or generate 2.44% return on investment over 30 days.