This module allows you to analyze existing cross correlation between Seoul Comp and ATX. You can compare the effects of market volatilities on Seoul Comp and ATX 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 Seoul Comp with a short position of ATX. See also your portfolio center. Please also check ongoing floating volatility patterns of Seoul Comp and ATX.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Seoul Comp is expected to generate 0.72 times more return on investment than ATX. However, Seoul Comp is 1.4 times less risky than ATX. It trades about 0.2 of its potential returns per unit of risk. ATX is currently generating about -0.14 per unit of risk. If you would invest 249,049 in Seoul Comp on October 24, 2017 and sell it today you would earn a total of 5,252 from holding Seoul Comp or generate 2.11% return on investment over 30 days.