This module allows you to analyze existing cross correlation between Seoul Comp and IBEX 35. You can compare the effects of market volatilities on Seoul Comp and IBEX 35 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 IBEX 35. See also your portfolio center. Please also check ongoing floating volatility patterns of Seoul Comp and IBEX 35.
|Time Horizon||30 Days Login to change|
Seoul Comp vs. IBEX 35
Assuming 30 trading days horizon, Seoul Comp is expected to generate 1.44 times more return on investment than IBEX 35. However, Seoul Comp is 1.44 times more volatile than IBEX 35. It trades about 0.0 of its potential returns per unit of risk. IBEX 35 is currently generating about -0.01 per unit of risk. If you would invest 245,765 in Seoul Comp on March 27, 2018 and sell it today you would lose (883.98) from holding Seoul Comp or give up 0.36% of portfolio value over 30 days.