This module allows you to analyze existing cross correlation between Seoul Comp and CAC 40. You can compare the effects of market volatilities on Seoul Comp and CAC 40 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 CAC 40. See also your portfolio center. Please also check ongoing floating volatility patterns of Seoul Comp and CAC 40.
|Time Horizon||30 Days Login to change|
Seoul Comp vs. CAC 40
Assuming 30 trading days horizon, Seoul Comp is expected to generate 24.05 times less return on investment than CAC 40. In addition to that, Seoul Comp is 1.22 times more volatile than CAC 40. It trades about 0.01 of its total potential returns per unit of risk. CAC 40 is currently generating about 0.22 per unit of volatility. If you would invest 544,416 in CAC 40 on April 24, 2018 and sell it today you would earn a total of 14,538 from holding CAC 40 or generate 2.67% return on investment over 30 days.