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.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, OMX COPENHAGEN is expected to under-perform the All Ords. In addition to that, OMX COPENHAGEN is 2.17 times more volatile than All Ords. It trades about -0.23 of its total potential returns per unit of risk. All Ords is currently generating about 0.19 per unit of volatility. If you would invest 595,670 in All Ords on October 21, 2017 and sell it today you would earn a total of 8,810 from holding All Ords or generate 1.48% return on investment over 30 days.