This module allows you to analyze existing cross correlation between Stockholm and OSE All. You can compare the effects of market volatilities on Stockholm 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 Stockholm with a short position of OSE All. See also your portfolio center. Please also check ongoing floating volatility patterns of Stockholm and OSE All.
|Time Horizon||30 Days Login to change|
Stockholm vs. OSE All
Assuming 30 trading days horizon, Stockholm is expected to under-perform the OSE All. But the index apears to be less risky and, when comparing its historical volatility, Stockholm is 1.32 times less risky than OSE All. The index trades about -0.19 of its potential returns per unit of risk. The OSE All is currently generating about -0.05 of returns per unit of risk over similar time horizon. If you would invest 101,907 in OSE All on May 21, 2018 and sell it today you would lose (1,138) from holding OSE All or give up 1.12% of portfolio value over 30 days.