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.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Seoul Comp is expected to generate 0.83 times more return on investment than Stockholm. However, Seoul Comp is 1.21 times less risky than Stockholm. It trades about 0.19 of its potential returns per unit of risk. Stockholm is currently generating about -0.15 per unit of risk. If you would invest 249,250 in Seoul Comp on October 25, 2017 and sell it today you would earn a total of 5,051 from holding Seoul Comp or generate 2.03% return on investment over 30 days.