This module allows you to analyze existing cross correlation between Seoul Comp and Taiwan Wtd. You can compare the effects of market volatilities on Seoul Comp and Taiwan Wtd 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 Taiwan Wtd. See also your portfolio center. Please also check ongoing floating volatility patterns of Seoul Comp and Taiwan Wtd.
|Time Horizon||30 Days Login to change|
Seoul Comp vs. Taiwan Wtd
Assuming 30 trading days horizon, Seoul Comp is expected to under-perform the Taiwan Wtd. In addition to that, Seoul Comp is 1.08 times more volatile than Taiwan Wtd. It trades about -0.16 of its total potential returns per unit of risk. Taiwan Wtd is currently generating about 0.12 per unit of volatility. If you would invest 1,082,787 in Taiwan Wtd on May 19, 2018 and sell it today you would earn a total of 25,960 from holding Taiwan Wtd or generate 2.4% return on investment over 30 days.