This module allows you to analyze existing cross correlation between Stockholm and Israel Index. You can compare the effects of market volatilities on Stockholm and Israel Index 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 Israel Index. See also your portfolio center. Please also check ongoing floating volatility patterns of Stockholm and Israel Index.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Stockholm is expected to generate 0.75 times more return on investment than Israel Index. However, Stockholm is 1.32 times less risky than Israel Index. It trades about -0.14 of its potential returns per unit of risk. Israel Index is currently generating about -0.26 per unit of risk. If you would invest 58,746 in Stockholm on October 19, 2017 and sell it today you would lose (1,010) from holding Stockholm or give up 1.72% of portfolio value over 30 days.