This module allows you to analyze existing cross correlation between Israel Index and Stockholm. You can compare the effects of market volatilities on Israel Index and Stockholm 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 Stockholm. See also your portfolio center. Please also check ongoing floating volatility patterns of Israel Index and Stockholm.
|Time Horizon||30 Days Login to change|
Israel Index vs. Stockholm
Assuming 30 trading days horizon, Israel Index is expected to generate 1.46 times more return on investment than Stockholm. However, Israel Index is 1.46 times more volatile than Stockholm. It trades about 0.08 of its potential returns per unit of risk. Stockholm is currently generating about -0.16 per unit of risk. If you would invest 107,289 in Israel Index on May 23, 2018 and sell it today you would earn a total of 1,767 from holding Israel Index or generate 1.65% return on investment over 30 days.