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.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, OMX COPENHAGEN is expected to under-perform the ISEQ. But the index apears to be less risky and, when comparing its historical volatility, OMX COPENHAGEN is 1.08 times less risky than ISEQ. The index trades about -0.2 of its potential returns per unit of risk. The ISEQ is currently generating about 0.12 of returns per unit of risk over similar time horizon. If you would invest 674,746 in ISEQ on October 19, 2017 and sell it today you would earn a total of 14,881 from holding ISEQ or generate 2.21% return on investment over 30 days.