This module allows you to analyze existing cross correlation between Seoul Comp and Russell 2000 . You can compare the effects of market volatilities on Seoul Comp and Russell 2000 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 Russell 2000. See also your portfolio center. Please also check ongoing floating volatility patterns of Seoul Comp and Russell 2000.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Seoul Comp is expected to generate 2.28 times less return on investment than Russell 2000. But when comparing it to its historical volatility, Seoul Comp is 1.09 times less risky than Russell 2000. It trades about 0.06 of its potential returns per unit of risk. Russell 2000 is currently generating about 0.14 of returns per unit of risk over similar time horizon. If you would invest 152,999 in Russell 2000 on February 18, 2018 and sell it today you would earn a total of 4,057 from holding Russell 2000 or generate 2.65% return on investment over 30 days.