This module allows you to analyze existing cross correlation between ISEQ and OSE All. You can compare the effects of market volatilities on ISEQ and OSE All 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 OSE All. See also your portfolio center. Please also check ongoing floating volatility patterns of ISEQ and OSE All.
|Time Horizon||30 Days Login to change|
ISEQ vs. OSE All
Assuming 30 trading days horizon, ISEQ is expected to generate 0.7 times more return on investment than OSE All. However, ISEQ is 1.42 times less risky than OSE All. It trades about -0.02 of its potential returns per unit of risk. OSE All is currently generating about -0.03 per unit of risk. If you would invest 709,606 in ISEQ on May 19, 2018 and sell it today you would lose (2,248) from holding ISEQ or give up 0.32% of portfolio value over 30 days.