This module allows you to analyze existing cross correlation between ISEQ and All Ords. You can compare the effects of market volatilities on ISEQ and All Ords 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 ISEQ with a short position of All Ords. See also your portfolio center. Please also check ongoing floating volatility patterns of ISEQ and All Ords.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, ISEQ is expected to generate 2.31 times more return on investment than All Ords. However, ISEQ is 2.31 times more volatile than All Ords. It trades about 0.09 of its potential returns per unit of risk. All Ords is currently generating about 0.16 per unit of risk. If you would invest 678,978 in ISEQ on October 20, 2017 and sell it today you would earn a total of 10,649 from holding ISEQ or generate 1.57% return on investment over 30 days.