This module allows you to analyze existing cross correlation between Israel Index and All Ords. You can compare the effects of market volatilities on Israel Index and All Ords 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 Israel Index with a short position of All Ords. See also your portfolio center. Please also check ongoing floating volatility patterns of Israel Index and All Ords.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Israel Index is expected to generate 1.59 times less return on investment than All Ords. In addition to that, Israel Index is 1.35 times more volatile than All Ords. It trades about 0.03 of its total potential returns per unit of risk. All Ords is currently generating about 0.06 per unit of volatility. If you would invest 600,480 in All Ords on February 16, 2018 and sell it today you would earn a total of 5,010 from holding All Ords or generate 0.83% return on investment over 30 days.