This module allows you to analyze existing cross correlation between OMXRGI and OSE All. You can compare the effects of market volatilities on OMXRGI 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 OMXRGI with a short position of OSE All. See also your portfolio center. Please also check ongoing floating volatility patterns of OMXRGI and OSE All.
|Time Horizon||30 Days Login to change|
OMXRGI vs. OSE All
Assuming 30 trading days horizon, OMXRGI is expected to generate 4.96 times less return on investment than OSE All. In addition to that, OMXRGI is 2.65 times more volatile than OSE All. It trades about 0.01 of its total potential returns per unit of risk. OSE All is currently generating about 0.12 per unit of volatility. If you would invest 98,154 in OSE All on May 25, 2018 and sell it today you would earn a total of 2,397 from holding OSE All or generate 2.44% return on investment over 30 days.