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|
Israel Index vs. OSE All
Assuming 30 trading days horizon, Israel Index is expected to under-perform the OSE All. In addition to that, Israel Index is 1.27 times more volatile than OSE All. It trades about -0.15 of its total potential returns per unit of risk. OSE All is currently generating about 0.09 per unit of volatility. If you would invest 91,923 in OSE All on March 27, 2018 and sell it today you would earn a total of 3,300 from holding OSE All or generate 3.59% return on investment over 30 days.