This module allows you to analyze existing cross correlation between ISEQ and IPC. You can compare the effects of market volatilities on ISEQ and IPC 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 IPC. See also your portfolio center. Please also check ongoing floating volatility patterns of ISEQ and IPC.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, ISEQ is expected to generate 1.01 times more return on investment than IPC. However, ISEQ is 1.01 times more volatile than IPC. It trades about -0.09 of its potential returns per unit of risk. IPC is currently generating about -0.14 per unit of risk. If you would invest 677,812 in ISEQ on February 15, 2018 and sell it today you would lose (8,418) from holding ISEQ or give up 1.24% of portfolio value over 30 days.