This module allows you to analyze existing cross correlation between MerVal and OSE All. You can compare the effects of market volatilities on MerVal and OSE All 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 MerVal with a short position of OSE All. See also your portfolio center. Please also check ongoing floating volatility patterns of MerVal and OSE All.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, MerVal is expected to generate 2.832003358300419E14 times more return on investment than OSE All. However, MerVal is 2.832003358300419E14 times more volatile than OSE All. It trades about 0.22 of its potential returns per unit of risk. OSE All is currently generating about 0.12 per unit of risk. If you would invest 2,778,260 in MerVal on October 23, 2017 and sell it today you would lose (65,410) from holding MerVal or give up 2.35% of portfolio value over 30 days.