This module allows you to analyze existing cross correlation between NYSE and OSE All. You can compare the effects of market volatilities on NYSE 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 NYSE with a short position of OSE All. See also your portfolio center. Please also check ongoing floating volatility patterns of NYSE and OSE All.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, NYSE is expected to generate 1.22 times less return on investment than OSE All. But when comparing it to its historical volatility, NYSE is 1.29 times less risky than OSE All. It trades about 0.59 of its potential returns per unit of risk. OSE All is currently generating about 0.56 of returns per unit of risk over similar time horizon. If you would invest 88,903 in OSE All on December 20, 2017 and sell it today you would earn a total of 4,614 from holding OSE All or generate 5.19% return on investment over 30 days.