This module allows you to analyze existing cross correlation between OMX COPENHAGEN and ISEQ. You can compare the effects of market volatilities on OMX COPENHAGEN and ISEQ 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 ISEQ. See also your portfolio center. Please also check ongoing floating volatility patterns of OMX COPENHAGEN and ISEQ.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, OMX COPENHAGEN is expected to generate 1.13 times more return on investment than ISEQ. However, OMX COPENHAGEN is 1.13 times more volatile than ISEQ. It trades about 0.02 of its potential returns per unit of risk. ISEQ is currently generating about -0.18 per unit of risk. If you would invest 133,257 in OMX COPENHAGEN on February 19, 2018 and sell it today you would earn a total of 450.46 from holding OMX COPENHAGEN or generate 0.34% return on investment over 30 days.