This module allows you to analyze existing cross correlation between Hang Seng and ISEQ. You can compare the effects of market volatilities on Hang Seng 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 Hang Seng with a short position of ISEQ. See also your portfolio center. Please also check ongoing floating volatility patterns of Hang Seng and ISEQ.
|Time Horizon||30 Days Login to change|
Hang Seng vs. ISEQ
Given the investment horizon of 30 days, Hang Seng is expected to under-perform the ISEQ. In addition to that, Hang Seng is 2.29 times more volatile than ISEQ. It trades about -0.16 of its total potential returns per unit of risk. ISEQ is currently generating about -0.05 per unit of volatility. If you would invest 709,606 in ISEQ on May 20, 2018 and sell it today you would lose (4,643) from holding ISEQ or give up 0.65% of portfolio value over 30 days.