This module allows you to analyze existing cross correlation between Seoul Comp and BSE. You can compare the effects of market volatilities on Seoul Comp and BSE 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 BSE. See also your portfolio center. Please also check ongoing floating volatility patterns of Seoul Comp and BSE.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Seoul Comp is expected to generate 1.36 times more return on investment than BSE. However, Seoul Comp is 1.36 times more volatile than BSE. It trades about -0.16 of its potential returns per unit of risk. BSE is currently generating about -0.23 per unit of risk. If you would invest 251,581 in Seoul Comp on January 18, 2018 and sell it today you would lose (9,398) from holding Seoul Comp or give up 3.74% of portfolio value over 30 days.