This module allows you to analyze existing cross correlation between IPC and ISEQ. You can compare the effects of market volatilities on IPC and ISEQ 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 IPC with a short position of ISEQ. See also your portfolio center. Please also check ongoing floating volatility patterns of IPC and ISEQ.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, IPC is expected to generate 1.38 times more return on investment than ISEQ. However, IPC is 1.38 times more volatile than ISEQ. It trades about 0.13 of its potential returns per unit of risk. ISEQ is currently generating about 0.18 per unit of risk. If you would invest 4,863,454 in IPC on December 18, 2017 and sell it today you would earn a total of 85,718 from holding IPC or generate 1.76% return on investment over 30 days.