This module allows you to analyze existing cross correlation between Seoul Comp and Stockholm. You can compare the effects of market volatilities on Seoul Comp and Stockholm 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 Stockholm. See also your portfolio center. Please also check ongoing floating volatility patterns of Seoul Comp and Stockholm.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Seoul Comp is expected to under-perform the Stockholm. In addition to that, Seoul Comp is 1.06 times more volatile than Stockholm. It trades about -0.18 of its total potential returns per unit of risk. Stockholm is currently generating about -0.07 per unit of volatility. If you would invest 58,244 in Stockholm on January 25, 2018 and sell it today you would lose (998.92) from holding Stockholm or give up 1.72% of portfolio value over 30 days.