This module allows you to analyze existing cross correlation between OMX COPENHAGEN and Greece TR. You can compare the effects of market volatilities on OMX COPENHAGEN and Greece TR 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 Greece TR. See also your portfolio center. Please also check ongoing floating volatility patterns of OMX COPENHAGEN and Greece TR.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, OMX COPENHAGEN is expected to generate 0.59 times more return on investment than Greece TR. However, OMX COPENHAGEN is 1.7 times less risky than Greece TR. It trades about -0.21 of its potential returns per unit of risk. Greece TR is currently generating about -0.13 per unit of risk. If you would invest 138,580 in OMX COPENHAGEN on October 22, 2017 and sell it today you would lose (5,065) from holding OMX COPENHAGEN or give up 3.65% of portfolio value over 30 days.