This module allows you to analyze existing cross correlation between NYSE and All Ords. You can compare the effects of market volatilities on NYSE and All Ords 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 NYSE with a short position of All Ords. See also your portfolio center. Please also check ongoing floating volatility patterns of NYSE and All Ords.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, NYSE is expected to generate 4.07 times less return on investment than All Ords. But when comparing it to its historical volatility, NYSE is 1.36 times less risky than All Ords. It trades about 0.05 of its potential returns per unit of risk. All Ords is currently generating about 0.16 of returns per unit of risk over similar time horizon. If you would invest 597,860 in All Ords on October 26, 2017 and sell it today you would earn a total of 8,090 from holding All Ords or generate 1.35% return on investment over 30 days.