This module allows you to analyze existing cross correlation between Seoul Comp and IPC. You can compare the effects of market volatilities on Seoul Comp and IPC 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 IPC. See also your portfolio center. Please also check ongoing floating volatility patterns of Seoul Comp and IPC.
|Time Horizon||30 Days Login to change|
Seoul Comp vs. IPC
Assuming 30 trading days horizon, Seoul Comp is expected to under-perform the IPC. In addition to that, Seoul Comp is 1.41 times more volatile than IPC. It trades about -0.2 of its total potential returns per unit of risk. IPC is currently generating about 0.17 per unit of volatility. If you would invest 4,530,502 in IPC on May 21, 2018 and sell it today you would earn a total of 118,336 from holding IPC or generate 2.61% return on investment over 30 days.