This module allows you to analyze existing cross correlation between Israel Index and ISEQ. You can compare the effects of market volatilities on Israel Index 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 Israel Index with a short position of ISEQ. See also your portfolio center. Please also check ongoing floating volatility patterns of Israel Index and ISEQ.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Israel Index is expected to under-perform the ISEQ. In addition to that, Israel Index is 1.43 times more volatile than ISEQ. It trades about -0.21 of its total potential returns per unit of risk. ISEQ is currently generating about -0.24 per unit of volatility. If you would invest 703,376 in ISEQ on January 25, 2018 and sell it today you would lose (31,149) from holding ISEQ or give up 4.43% of portfolio value over 30 days.