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|
Assuming 30 trading days horizon, Stockholm is expected to under-perform the OSE All. In addition to that, Stockholm is 1.05 times more volatile than OSE All. It trades about -0.07 of its total potential returns per unit of risk. OSE All is currently generating about -0.05 per unit of volatility. If you would invest 93,218 in OSE All on January 25, 2018 and sell it today you would lose (1,159) from holding OSE All or give up 1.24% of portfolio value over 30 days.