This module allows you to analyze existing cross correlation between IPC and OMX COPENHAGEN. You can compare the effects of market volatilities on IPC and OMX COPENHAGEN 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 OMX COPENHAGEN. See also your portfolio center. Please also check ongoing floating volatility patterns of IPC and OMX COPENHAGEN.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, IPC is expected to under-perform the OMX COPENHAGEN. In addition to that, IPC is 1.01 times more volatile than OMX COPENHAGEN. It trades about -0.26 of its total potential returns per unit of risk. OMX COPENHAGEN is currently generating about -0.22 per unit of volatility. If you would invest 138,416 in OMX COPENHAGEN on October 20, 2017 and sell it today you would lose (5,235) from holding OMX COPENHAGEN or give up 3.78% of portfolio value over 30 days.