This module allows you to analyze existing cross correlation between Seoul Comp and ISEQ. You can compare the effects of market volatilities on Seoul Comp and ISEQ 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 ISEQ. See also your portfolio center. Please also check ongoing floating volatility patterns of Seoul Comp and ISEQ.
|Time Horizon||30 Days Login to change|
Seoul Comp vs. ISEQ
Assuming 30 trading days horizon, Seoul Comp is expected to under-perform the ISEQ. In addition to that, Seoul Comp is 1.67 times more volatile than ISEQ. It trades about -0.22 of its total potential returns per unit of risk. ISEQ is currently generating about -0.05 per unit of volatility. If you would invest 709,606 in ISEQ on May 20, 2018 and sell it today you would lose (4,643) from holding ISEQ or give up 0.65% of portfolio value over 30 days.