This module allows you to analyze existing cross correlation between OMX COPENHAGEN and NYSE. You can compare the effects of market volatilities on OMX COPENHAGEN and NYSE 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 NYSE. See also your portfolio center. Please also check ongoing floating volatility patterns of OMX COPENHAGEN and NYSE.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, OMX COPENHAGEN is expected to generate 2.11 times less return on investment than NYSE. In addition to that, OMX COPENHAGEN is 1.02 times more volatile than NYSE. It trades about 0.3 of its total potential returns per unit of risk. NYSE is currently generating about 0.65 per unit of volatility. If you would invest 1,274,755 in NYSE on December 19, 2017 and sell it today you would earn a total of 60,484 from holding NYSE or generate 4.74% return on investment over 30 days.