This module allows you to analyze existing cross correlation between Seoul Comp and OMXRGI. You can compare the effects of market volatilities on Seoul Comp and OMXRGI 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 OMXRGI. See also your portfolio center. Please also check ongoing floating volatility patterns of Seoul Comp and OMXRGI.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Seoul Comp is expected to generate 1.17 times less return on investment than OMXRGI. In addition to that, Seoul Comp is 1.17 times more volatile than OMXRGI. It trades about 0.25 of its total potential returns per unit of risk. OMXRGI is currently generating about 0.34 per unit of volatility. If you would invest 101,929 in OMXRGI on October 26, 2017 and sell it today you would earn a total of 2,735 from holding OMXRGI or generate 2.68% return on investment over 30 days.