This module allows you to analyze existing cross correlation between ISEQ and S&P 500. You can compare the effects of market volatilities on ISEQ and SP 500 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 SP 500. See also your portfolio center. Please also check ongoing floating volatility patterns of ISEQ and SP 500.
|Time Horizon||30 Days Login to change|
ISEQ vs. S&P 500
Assuming 30 trading days horizon, ISEQ is expected to generate 0.47 times more return on investment than SP 500. However, ISEQ is 2.11 times less risky than SP 500. It trades about 0.01 of its potential returns per unit of risk. S&P 500 is currently generating about -0.07 per unit of risk. If you would invest 673,827 in ISEQ on March 27, 2018 and sell it today you would earn a total of 1,840 from holding ISEQ or generate 0.27% return on investment over 30 days.