This module allows you to analyze existing cross correlation between ISEQ and NYSE. You can compare the effects of market volatilities on ISEQ and NYSE 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 NYSE. See also your portfolio center. Please also check ongoing floating volatility patterns of ISEQ and NYSE.
|Time Horizon||30 Days Login to change|
ISEQ vs. NYSE
Assuming 30 trading days horizon, ISEQ is expected to generate 0.6 times more return on investment than NYSE. However, ISEQ is 1.66 times less risky than NYSE. It trades about 0.05 of its potential returns per unit of risk. NYSE is currently generating about -0.05 per unit of risk. If you would invest 667,178 in ISEQ on March 26, 2018 and sell it today you would earn a total of 10,267 from holding ISEQ or generate 1.54% return on investment over 30 days.