This module allows you to analyze existing cross correlation between ISEQ and DAX. You can compare the effects of market volatilities on ISEQ and DAX 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 DAX. See also your portfolio center. Please also check ongoing floating volatility patterns of ISEQ and DAX.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, ISEQ is expected to generate 0.7 times more return on investment than DAX. However, ISEQ is 1.44 times less risky than DAX. It trades about 0.22 of its potential returns per unit of risk. DAX is currently generating about -0.06 per unit of risk. If you would invest 695,552 in ISEQ on December 17, 2017 and sell it today you would earn a total of 13,715 from holding ISEQ or generate 1.97% return on investment over 30 days.