This module allows you to analyze existing cross correlation between Israel Index and Seoul Comp. You can compare the effects of market volatilities on Israel Index 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 Israel Index with a short position of Seoul Comp. See also your portfolio center. Please also check ongoing floating volatility patterns of Israel Index and Seoul Comp.
|Time Horizon||30 Days Login to change|
Israel Index vs. Seoul Comp
Assuming 30 trading days horizon, Israel Index is expected to generate 1.0 times more return on investment than Seoul Comp. However, Israel Index is 1.0 times more volatile than Seoul Comp. It trades about 0.09 of its potential returns per unit of risk. Seoul Comp is currently generating about -0.18 per unit of risk. If you would invest 107,625 in Israel Index on May 21, 2018 and sell it today you would earn a total of 2,167 from holding Israel Index or generate 2.01% return on investment over 30 days.