This module allows you to analyze existing cross correlation between ISEQ and Nasdaq. You can compare the effects of market volatilities on ISEQ and Nasdaq 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 Nasdaq. See also your portfolio center. Please also check ongoing floating volatility patterns of ISEQ and Nasdaq.
|Time Horizon||30 Days Login to change|
ISEQ vs. Nasdaq
Assuming 30 trading days horizon, ISEQ is expected to generate 0.41 times more return on investment than Nasdaq. However, ISEQ is 2.46 times less risky than Nasdaq. It trades about 0.04 of its potential returns per unit of risk. Nasdaq is currently generating about -0.04 per unit of risk. If you would invest 673,827 in ISEQ on March 28, 2018 and sell it today you would earn a total of 7,226 from holding ISEQ or generate 1.07% return on investment over 30 days.