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.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, ISEQ is expected to generate 1.24 times more return on investment than DAX. However, ISEQ is 1.24 times more volatile than DAX. It trades about 0.12 of its potential returns per unit of risk. DAX is currently generating about 0.01 per unit of risk. If you would invest 674,746 in ISEQ on October 19, 2017 and sell it today you would earn a total of 14,881 from holding ISEQ or generate 2.21% return on investment over 30 days.