This module allows you to analyze existing cross correlation between OMX COPENHAGEN and OSE All. You can compare the effects of market volatilities on OMX COPENHAGEN and OSE All 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 OSE All. See also your portfolio center. Please also check ongoing floating volatility patterns of OMX COPENHAGEN and OSE All.
|Time Horizon||30 Days Login to change|
OMX COPENHAGEN vs. OSE All
Assuming 30 trading days horizon, OMX COPENHAGEN is expected to generate 2.88 times less return on investment than OSE All. But when comparing it to its historical volatility, OMX COPENHAGEN is 1.19 times less risky than OSE All. It trades about 0.02 of its potential returns per unit of risk. OSE All is currently generating about 0.05 of returns per unit of risk over similar time horizon. If you would invest 99,465 in OSE All on May 24, 2018 and sell it today you would earn a total of 1,086 from holding OSE All or generate 1.09% return on investment over 30 days.