This module allows you to analyze existing cross correlation between OMX COPENHAGEN and All Ords. You can compare the effects of market volatilities on OMX COPENHAGEN 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 OMX COPENHAGEN with a short position of All Ords. See also your portfolio center. Please also check ongoing floating volatility patterns of OMX COPENHAGEN and All Ords.
|Time Horizon||30 Days Login to change|
OMX COPENHAGEN vs. All Ords
Assuming 30 trading days horizon, OMX COPENHAGEN is expected to generate 0.99 times more return on investment than All Ords. However, OMX COPENHAGEN is 1.01 times less risky than All Ords. It trades about -0.02 of its potential returns per unit of risk. All Ords is currently generating about -0.04 per unit of risk. If you would invest 133,810 in OMX COPENHAGEN on March 23, 2018 and sell it today you would lose (906.69) from holding OMX COPENHAGEN or give up 0.68% of portfolio value over 30 days.