This module allows you to analyze existing cross correlation between Seoul Comp and Israel Index. You can compare the effects of market volatilities on Seoul Comp and Israel Index 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 Israel Index. See also your portfolio center. Please also check ongoing floating volatility patterns of Seoul Comp and Israel Index.
|Time Horizon||30 Days Login to change|
Seoul Comp vs. Israel Index
Assuming 30 trading days horizon, Seoul Comp is expected to under-perform the Israel Index. In addition to that, Seoul Comp is 1.11 times more volatile than Israel Index. It trades about -0.19 of its total potential returns per unit of risk. Israel Index is currently generating about 0.08 per unit of volatility. If you would invest 107,289 in Israel Index on May 23, 2018 and sell it today you would earn a total of 1,767 from holding Israel Index or generate 1.65% return on investment over 30 days.