This module allows you to analyze existing cross correlation between OMX COPENHAGEN and Seoul Comp. You can compare the effects of market volatilities on OMX COPENHAGEN and Seoul Comp 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 Seoul Comp. See also your portfolio center. Please also check ongoing floating volatility patterns of OMX COPENHAGEN and Seoul Comp.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, OMX COPENHAGEN is expected to under-perform the Seoul Comp. In addition to that, OMX COPENHAGEN is 1.71 times more volatile than Seoul Comp. It trades about -0.23 of its total potential returns per unit of risk. Seoul Comp is currently generating about 0.18 per unit of volatility. If you would invest 249,005 in Seoul Comp on October 21, 2017 and sell it today you would earn a total of 4,394 from holding Seoul Comp or generate 1.76% return on investment over 30 days.