This module allows you to analyze existing cross correlation between Seoul Comp and OMX COPENHAGEN. You can compare the effects of market volatilities on Seoul Comp and OMX COPENHAGEN 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 OMX COPENHAGEN. See also your portfolio center. Please also check ongoing floating volatility patterns of Seoul Comp and OMX COPENHAGEN.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Seoul Comp is expected to generate 1.25 times more return on investment than OMX COPENHAGEN. However, Seoul Comp is 1.25 times more volatile than OMX COPENHAGEN. It trades about 0.1 of its potential returns per unit of risk. OMX COPENHAGEN is currently generating about 0.05 per unit of risk. If you would invest 244,282 in Seoul Comp on February 17, 2018 and sell it today you would earn a total of 5,115 from holding Seoul Comp or generate 2.09% return on investment over 30 days.