This module allows you to analyze existing cross correlation between Seoul Comp and XU100. You can compare the effects of market volatilities on Seoul Comp and XU100 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 XU100. See also your portfolio center. Please also check ongoing floating volatility patterns of Seoul Comp and XU100.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Seoul Comp is expected to under-perform the XU100. In addition to that, Seoul Comp is 1.14 times more volatile than XU100. It trades about -0.18 of its total potential returns per unit of risk. XU100 is currently generating about 0.07 per unit of volatility. If you would invest 11,514,706 in XU100 on January 19, 2018 and sell it today you would earn a total of 136,391 from holding XU100 or generate 1.18% return on investment over 30 days.