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 1.36 times less return on investment than ISEQ. But when comparing it to its historical volatility, OMX COPENHAGEN is 1.25 times less risky than ISEQ. It trades about 0.2 of its potential returns per unit of risk. ISEQ is currently generating about 0.22 of returns per unit of risk over similar time horizon. If you would invest 695,552 in ISEQ on December 17, 2017 and sell it today you would earn a total of 13,715 from holding ISEQ or generate 1.97% return on investment over 30 days.