This module allows you to analyze existing cross correlation between ISEQ and OMX COPENHAGEN. You can compare the effects of market volatilities on ISEQ and OMX COPENHAGEN 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 OMX COPENHAGEN. See also your portfolio center. Please also check ongoing floating volatility patterns of ISEQ and OMX COPENHAGEN.
|Time Horizon||30 Days Login to change|
ISEQ vs. OMX COPENHAGEN
Assuming 30 trading days horizon, ISEQ is expected to generate about the same return on investment as OMX COPENHAGEN.But, ISEQ is 1.58 times less risky than OMX COPENHAGEN. It trades about -0.14 of its potential returns per unit of risk. OMX COPENHAGEN is currently generating about -0.09 per unit of risk. If you would invest 138,684 in OMX COPENHAGEN on May 21, 2018 and sell it today you would lose (2,312) from holding OMX COPENHAGEN or give up 1.67% of portfolio value over 30 days.