This module allows you to analyze existing cross correlation between Greece TR and Seoul Comp. You can compare the effects of market volatilities on Greece TR 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 Greece TR with a short position of Seoul Comp. See also your portfolio center. Please also check ongoing floating volatility patterns of Greece TR and Seoul Comp.
|Time Horizon||30 Days Login to change|
Greece TR vs. Seoul Comp
Assuming 30 trading days horizon, Greece TR is expected to generate 2.08 times more return on investment than Seoul Comp. However, Greece TR is 2.08 times more volatile than Seoul Comp. It trades about 0.03 of its potential returns per unit of risk. Seoul Comp is currently generating about 0.01 per unit of risk. If you would invest 52,568 in Greece TR on May 24, 2018 and sell it today you would earn a total of 652.61 from holding Greece TR or generate 1.24% return on investment over 30 days.