This module allows you to analyze existing cross correlation between IBEX 35 and OSE All. You can compare the effects of market volatilities on IBEX 35 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 IBEX 35 with a short position of OSE All. See also your portfolio center. Please also check ongoing floating volatility patterns of IBEX 35 and OSE All.
|Time Horizon||30 Days Login to change|
IBEX 35 vs. OSE All
Assuming 30 trading days horizon, IBEX 35 is expected to generate 6.41 times less return on investment than OSE All. But when comparing it to its historical volatility, IBEX 35 is 1.08 times less risky than OSE All. It trades about 0.02 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 90,952 in OSE All on March 23, 2018 and sell it today you would earn a total of 4,265 from holding OSE All or generate 4.69% return on investment over 30 days.