This module allows you to analyze existing cross correlation between Israel Index and OSE All. You can compare the effects of market volatilities on Israel Index and OSE All 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 OSE All. See also your portfolio center. Please also check ongoing floating volatility patterns of Israel Index and OSE All.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Israel Index is expected to generate 1.73 times more return on investment than OSE All. However, Israel Index is 1.73 times more volatile than OSE All. It trades about 0.36 of its potential returns per unit of risk. OSE All is currently generating about 0.41 per unit of risk. If you would invest 105,854 in Israel Index on December 24, 2017 and sell it today you would earn a total of 5,735 from holding Israel Index or generate 5.42% return on investment over 30 days.