This module allows you to analyze existing cross correlation between OMXRGI and ISEQ. You can compare the effects of market volatilities on OMXRGI and ISEQ 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 OMXRGI with a short position of ISEQ. See also your portfolio center. Please also check ongoing floating volatility patterns of OMXRGI and ISEQ.
|Time Horizon||30 Days Login to change|
OMXRGI vs. ISEQ
Assuming 30 trading days horizon, OMXRGI is expected to generate 1.39 times more return on investment than ISEQ. However, OMXRGI is 1.39 times more volatile than ISEQ. It trades about 0.08 of its potential returns per unit of risk. ISEQ is currently generating about -0.01 per unit of risk. If you would invest 102,250 in OMXRGI on March 20, 2018 and sell it today you would earn a total of 3,186 from holding OMXRGI or generate 3.12% return on investment over 30 days.