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|
Israel Index vs. ISEQ
Assuming 30 trading days horizon, Israel Index is expected to generate 1.85 times more return on investment than ISEQ. However, Israel Index is 1.85 times more volatile than ISEQ. It trades about 0.07 of its potential returns per unit of risk. ISEQ is currently generating about -0.04 per unit of risk. If you would invest 107,800 in Israel Index on May 24, 2018 and sell it today you would earn a total of 1,660 from holding Israel Index or generate 1.54% return on investment over 30 days.