This module allows you to analyze existing cross correlation between IBEX 35 and Israel Index. You can compare the effects of market volatilities on IBEX 35 and Israel Index 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 IBEX 35 with a short position of Israel Index. See also your portfolio center. Please also check ongoing floating volatility patterns of IBEX 35 and Israel Index.
|Time Horizon||30 Days Login to change|
IBEX 35 vs. Israel Index
Assuming 30 trading days horizon, IBEX 35 is expected to generate 0.74 times more return on investment than Israel Index. However, IBEX 35 is 1.34 times less risky than Israel Index. It trades about 0.04 of its potential returns per unit of risk. Israel Index is currently generating about -0.1 per unit of risk. If you would invest 976,830 in IBEX 35 on March 26, 2018 and sell it today you would earn a total of 11,510 from holding IBEX 35 or generate 1.18% return on investment over 30 days.