This module allows you to analyze existing cross correlation between Seoul Comp and EURONEXT BEL-20. You can compare the effects of market volatilities on Seoul Comp and EURONEXT BEL-20 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 EURONEXT BEL-20. See also your portfolio center. Please also check ongoing floating volatility patterns of Seoul Comp and EURONEXT BEL-20.
|Time Horizon||30 Days Login to change|
Seoul Comp vs. EURONEXT BEL-20
Assuming 30 trading days horizon, Seoul Comp is expected to generate 1.4 times more return on investment than EURONEXT BEL-20. However, Seoul Comp is 1.4 times more volatile than EURONEXT BEL-20. It trades about 0.02 of its potential returns per unit of risk. EURONEXT BEL-20 is currently generating about -0.02 per unit of risk. If you would invest 245,152 in Seoul Comp on March 25, 2018 and sell it today you would earn a total of 2,259 from holding Seoul Comp or generate 0.92% return on investment over 30 days.