This module allows you to analyze existing cross correlation between ISEQ and Shanghai. You can compare the effects of market volatilities on ISEQ and Shanghai 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 Shanghai. See also your portfolio center. Please also check ongoing floating volatility patterns of ISEQ and Shanghai.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, ISEQ is expected to generate 2.09 times more return on investment than Shanghai. However, ISEQ is 2.09 times more volatile than Shanghai. It trades about 0.1 of its potential returns per unit of risk. Shanghai is currently generating about 0.04 per unit of risk. If you would invest 682,468 in ISEQ on October 22, 2017 and sell it today you would earn a total of 11,657 from holding ISEQ or generate 1.71% return on investment over 30 days.