This module allows you to analyze existing cross correlation between OMX COPENHAGEN and Straits Tms. You can compare the effects of market volatilities on OMX COPENHAGEN and Straits Tms 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 Straits Tms. See also your portfolio center. Please also check ongoing floating volatility patterns of OMX COPENHAGEN and Straits Tms.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, OMX COPENHAGEN is expected to under-perform the Straits Tms. In addition to that, OMX COPENHAGEN is 1.21 times more volatile than Straits Tms. It trades about -0.2 of its total potential returns per unit of risk. Straits Tms is currently generating about 0.21 per unit of volatility. If you would invest 334,388 in Straits Tms on October 25, 2017 and sell it today you would earn a total of 7,950 from holding Straits Tms or generate 2.38% return on investment over 30 days.