This module allows you to analyze existing cross correlation between Russia TR and OSE All. You can compare the effects of market volatilities on Russia TR 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 Russia TR with a short position of OSE All. See also your portfolio center. Please also check ongoing floating volatility patterns of Russia TR and OSE All.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Russia TR is expected to generate 1.62 times more return on investment than OSE All. However, Russia TR is 1.62 times more volatile than OSE All. It trades about -0.01 of its potential returns per unit of risk. OSE All is currently generating about -0.05 per unit of risk. If you would invest 119,457 in Russia TR on January 25, 2018 and sell it today you would lose (809.08) from holding Russia TR or give up 0.68% of portfolio value over 30 days.