This module allows you to analyze existing cross correlation between ISEQ and Russell 2000 . You can compare the effects of market volatilities on ISEQ and Russell 2000 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 Russell 2000. See also your portfolio center. Please also check ongoing floating volatility patterns of ISEQ and Russell 2000.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, ISEQ is expected to generate 1.37 times more return on investment than Russell 2000. However, ISEQ is 1.37 times more volatile than Russell 2000 . It trades about 0.06 of its potential returns per unit of risk. Russell 2000 is currently generating about -0.02 per unit of risk. If you would invest 682,468 in ISEQ on October 21, 2017 and sell it today you would earn a total of 7,159 from holding ISEQ or generate 1.05% return on investment over 30 days.