This module allows you to analyze existing cross correlation between Stockholm and ISEQ. You can compare the effects of market volatilities on Stockholm 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 Stockholm with a short position of ISEQ. See also your portfolio center. Please also check ongoing floating volatility patterns of Stockholm and ISEQ.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Stockholm is expected to generate 1.2 times more return on investment than ISEQ. However, Stockholm is 1.2 times more volatile than ISEQ. It trades about -0.13 of its potential returns per unit of risk. ISEQ is currently generating about -0.3 per unit of risk. If you would invest 59,132 in Stockholm on January 24, 2018 and sell it today you would lose (1,887) from holding Stockholm or give up 3.19% of portfolio value over 30 days.