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|
Seoul Comp vs. XU100
Assuming 30 trading days horizon, Seoul Comp is expected to generate 0.51 times more return on investment than XU100. However, Seoul Comp is 1.94 times less risky than XU100. It trades about -0.16 of its potential returns per unit of risk. XU100 is currently generating about -0.14 per unit of risk. If you would invest 246,080 in Seoul Comp on May 25, 2018 and sell it today you would lose (10,358) from holding Seoul Comp or give up 4.21% of portfolio value over 30 days.