This module allows you to analyze existing cross correlation between OMX COPENHAGEN and Taiwan Wtd. You can compare the effects of market volatilities on OMX COPENHAGEN and Taiwan Wtd 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 Taiwan Wtd. See also your portfolio center. Please also check ongoing floating volatility patterns of OMX COPENHAGEN and Taiwan Wtd.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, OMX COPENHAGEN is expected to under-perform the Taiwan Wtd. In addition to that, OMX COPENHAGEN is 2.4 times more volatile than Taiwan Wtd. It trades about -0.23 of its total potential returns per unit of risk. Taiwan Wtd is currently generating about -0.04 per unit of volatility. If you would invest 1,073,521 in Taiwan Wtd on October 21, 2017 and sell it today you would lose (3,357) from holding Taiwan Wtd or give up 0.31% of portfolio value over 30 days.