This module allows you to analyze existing cross correlation between IBEX 35 and OMX COPENHAGEN. You can compare the effects of market volatilities on IBEX 35 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 IBEX 35 with a short position of OMX COPENHAGEN. See also your portfolio center. Please also check ongoing floating volatility patterns of IBEX 35 and OMX COPENHAGEN.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, IBEX 35 is expected to generate 1.03 times less return on investment than OMX COPENHAGEN. In addition to that, IBEX 35 is 1.85 times more volatile than OMX COPENHAGEN. It trades about 0.17 of its total potential returns per unit of risk. OMX COPENHAGEN is currently generating about 0.32 per unit of volatility. If you would invest 133,989 in OMX COPENHAGEN on December 20, 2017 and sell it today you would earn a total of 3,092 from holding OMX COPENHAGEN or generate 2.31% return on investment over 30 days.