This module allows you to analyze existing cross correlation between IPC and Seoul Comp. You can compare the effects of market volatilities on IPC and Seoul Comp 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 Seoul Comp. See also your portfolio center. Please also check ongoing floating volatility patterns of IPC and Seoul Comp.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, IPC is expected to generate 0.72 times more return on investment than Seoul Comp. However, IPC is 1.38 times less risky than Seoul Comp. It trades about -0.14 of its potential returns per unit of risk. Seoul Comp is currently generating about -0.15 per unit of risk. If you would invest 4,997,448 in IPC on January 22, 2018 and sell it today you would lose (128,929) from holding IPC or give up 2.58% of portfolio value over 30 days.