This module allows you to analyze existing cross correlation between ISEQ and BSE. You can compare the effects of market volatilities on ISEQ and BSE 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 BSE. See also your portfolio center. Please also check ongoing floating volatility patterns of ISEQ and BSE.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, ISEQ is expected to generate 1.31 times more return on investment than BSE. However, ISEQ is 1.31 times more volatile than BSE. It trades about -0.27 of its potential returns per unit of risk. BSE is currently generating about -0.49 per unit of risk. If you would invest 715,640 in ISEQ on January 24, 2018 and sell it today you would lose (38,364) from holding ISEQ or give up 5.36% of portfolio value over 30 days.