This module allows you to analyze existing cross correlation between ISEQ and Seoul Comp. You can compare the effects of market volatilities on ISEQ and Seoul Comp 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 Seoul Comp. See also your portfolio center. Please also check ongoing floating volatility patterns of ISEQ and Seoul Comp.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, ISEQ is expected to generate 1.37 times less return on investment than Seoul Comp. In addition to that, ISEQ is 1.82 times more volatile than Seoul Comp. It trades about 0.08 of its total potential returns per unit of risk. Seoul Comp is currently generating about 0.19 per unit of volatility. If you would invest 249,005 in Seoul Comp on October 23, 2017 and sell it today you would earn a total of 5,111 from holding Seoul Comp or generate 2.05% return on investment over 30 days.