This module allows you to analyze existing cross correlation between ISEQ and Madrid Gnrl. You can compare the effects of market volatilities on ISEQ and Madrid Gnrl 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 Madrid Gnrl. See also your portfolio center. Please also check ongoing floating volatility patterns of ISEQ and Madrid Gnrl.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, ISEQ is expected to generate 1.07 times more return on investment than Madrid Gnrl. However, ISEQ is 1.07 times more volatile than Madrid Gnrl. It trades about 0.24 of its potential returns per unit of risk. Madrid Gnrl is currently generating about 0.2 per unit of risk. If you would invest 678,910 in ISEQ on November 13, 2017 and sell it today you would earn a total of 23,242 from holding ISEQ or generate 3.42% return on investment over 30 days.