This module allows you to analyze existing cross correlation between ISEQ and XU100. You can compare the effects of market volatilities on ISEQ and XU100 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 XU100. See also your portfolio center. Please also check ongoing floating volatility patterns of ISEQ and XU100.
|Time Horizon||30 Days Login to change|
ISEQ vs. XU100
Assuming 30 trading days horizon, ISEQ is expected to generate 0.28 times more return on investment than XU100. However, ISEQ is 3.54 times less risky than XU100. It trades about -0.01 of its potential returns per unit of risk. XU100 is currently generating about -0.18 per unit of risk. If you would invest 709,606 in ISEQ on May 19, 2018 and sell it today you would lose (1,465) from holding ISEQ or give up 0.21% of portfolio value over 30 days.