This module allows you to analyze existing cross correlation between Seoul Comp and DOW. You can compare the effects of market volatilities on Seoul Comp and DOW 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 DOW. See also your portfolio center. Please also check ongoing floating volatility patterns of Seoul Comp and DOW.
|Time Horizon||30 Days Login to change|
Seoul Comp vs. DOW
Assuming 30 trading days horizon, Seoul Comp is expected to under-perform the DOW. In addition to that, Seoul Comp is 1.17 times more volatile than DOW. It trades about -0.16 of its total potential returns per unit of risk. DOW is currently generating about 0.05 per unit of volatility. If you would invest 2,471,509 in DOW on May 19, 2018 and sell it today you would earn a total of 23,474 from holding DOW or generate 0.95% return on investment over 30 days.