Pair Correlation Between ISEQ and FTSE 100

This module allows you to analyze existing cross correlation between ISEQ and FTSE 100. You can compare the effects of market volatilities on ISEQ and FTSE 100 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 FTSE 100. See also your portfolio center. Please also check ongoing floating volatility patterns of ISEQ and FTSE 100.
 Time Horizon     30 Days    Login   to change
 ISEQ  vs   FTSE 100
 Performance (%) 

Pair Volatility

If you would invest  695,552  in ISEQ on December 18, 2017 and sell it today you would earn a total of  11,143  from holding ISEQ or generate 1.6% return on investment over 30 days.

Correlation Coefficient

Pair Corralation between ISEQ and FTSE 100


Time Period1 Month [change]
ValuesDaily Returns


Very weak diversification

Overlapping area represents the amount of risk that can be diversified away by holding ISEQ and FTSE 100 in the same portfolio assuming nothing else is changed. The correlation between historical prices or returns on FTSE 100 and ISEQ is a relative statistical measure of the degree to which these equity instruments tend to move together. The correlation coefficient measures the extent to which returns on ISEQ are associated (or correlated) with FTSE 100. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of FTSE 100 has no effect on the direction of ISEQ i.e. ISEQ and FTSE 100 go up and down completely randomly.

Comparative Volatility

 Predicted Return Density