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.
|Time Horizon||30 Days Login to change|
ISEQ vs. Seoul Comp
Assuming 30 trading days horizon, ISEQ is expected to generate 0.59 times more return on investment than Seoul Comp. However, ISEQ is 1.69 times less risky than Seoul Comp. It trades about -0.03 of its potential returns per unit of risk. Seoul Comp is currently generating about -0.22 per unit of risk. If you would invest 709,606 in ISEQ on May 20, 2018 and sell it today you would lose (3,230) from holding ISEQ or give up 0.46% of portfolio value over 30 days.