This module allows you to analyze existing cross correlation between ISEQ and Israel Index. You can compare the effects of market volatilities on ISEQ and Israel Index 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 Israel Index. See also your portfolio center. Please also check ongoing floating volatility patterns of ISEQ and Israel Index.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, ISEQ is expected to generate 0.78 times more return on investment than Israel Index. However, ISEQ is 1.28 times less risky than Israel Index. It trades about -0.27 of its potential returns per unit of risk. Israel Index is currently generating about -0.22 per unit of risk. If you would invest 677,276 in ISEQ on February 22, 2018 and sell it today you would lose (25,785) from holding ISEQ or give up 3.81% of portfolio value over 30 days.