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.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Seoul Comp is expected to generate 0.34 times more return on investment than XU100. However, Seoul Comp is 2.94 times less risky than XU100. It trades about 0.19 of its potential returns per unit of risk. XU100 is currently generating about -0.09 per unit of risk. If you would invest 249,250 in Seoul Comp on October 25, 2017 and sell it today you would earn a total of 5,051 from holding Seoul Comp or generate 2.03% return on investment over 30 days.