This module allows you to analyze existing cross correlation between Seoul Comp and OSE All. You can compare the effects of market volatilities on Seoul Comp and OSE All 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 OSE All. See also your portfolio center. Please also check ongoing floating volatility patterns of Seoul Comp and OSE All.
|Time Horizon||30 Days Login to change|
Seoul Comp vs. OSE All
Assuming 30 trading days horizon, Seoul Comp is expected to under-perform the OSE All. In addition to that, Seoul Comp is 1.12 times more volatile than OSE All. It trades about -0.22 of its total potential returns per unit of risk. OSE All is currently generating about -0.05 per unit of volatility. If you would invest 101,907 in OSE All on May 20, 2018 and sell it today you would lose (1,138) from holding OSE All or give up 1.12% of portfolio value over 30 days.