This module allows you to analyze existing cross correlation between ISEQ and ATX. You can compare the effects of market volatilities on ISEQ and ATX 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 ATX. See also your portfolio center. Please also check ongoing floating volatility patterns of ISEQ and ATX.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, ISEQ is expected to generate 1.29 times more return on investment than ATX. However, ISEQ is 1.29 times more volatile than ATX. It trades about 0.11 of its potential returns per unit of risk. ATX is currently generating about -0.12 per unit of risk. If you would invest 672,137 in ISEQ on October 25, 2017 and sell it today you would earn a total of 13,378 from holding ISEQ or generate 1.99% return on investment over 30 days.