This module allows you to analyze existing cross correlation between NZSE and OSE All. You can compare the effects of market volatilities on NZSE 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 NZSE with a short position of OSE All. See also your portfolio center. Please also check ongoing floating volatility patterns of NZSE and OSE All.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, NZSE is expected to under-perform the OSE All. In addition to that, NZSE is 1.1 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 0.48 per unit of volatility. If you would invest 89,953 in OSE All on December 22, 2017 and sell it today you would earn a total of 3,531 from holding OSE All or generate 3.93% return on investment over 30 days.