This module allows you to analyze existing cross correlation between Seoul Comp and S&P 500. You can compare the effects of market volatilities on Seoul Comp and SP 500 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 SP 500. See also your portfolio center. Please also check ongoing floating volatility patterns of Seoul Comp and SP 500.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Seoul Comp is expected to generate 1.33 times more return on investment than SP 500. However, Seoul Comp is 1.33 times more volatile than S&P 500. It trades about 0.19 of its potential returns per unit of risk. S&P 500 is currently generating about 0.2 per unit of risk. If you would invest 249,250 in Seoul Comp on October 25, 2017 and sell it today you would earn a total of 5,051 from holding Seoul Comp or generate 2.03% return on investment over 30 days.