This module allows you to analyze existing cross correlation between Greece TR and ISEQ. You can compare the effects of market volatilities on Greece TR 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 Greece TR with a short position of ISEQ. See also your portfolio center. Please also check ongoing floating volatility patterns of Greece TR and ISEQ.
|Time Horizon||30 Days Login to change|
Greece TR vs. ISEQ
Assuming 30 trading days horizon, Greece TR is expected to under-perform the ISEQ. In addition to that, Greece TR is 2.04 times more volatile than ISEQ. It trades about -0.03 of its total potential returns per unit of risk. ISEQ is currently generating about 0.03 per unit of volatility. If you would invest 677,276 in ISEQ on March 24, 2018 and sell it today you would earn a total of 5,496 from holding ISEQ or generate 0.81% return on investment over 30 days.