This module allows you to analyze existing cross correlation between OMXVGI and ISEQ. You can compare the effects of market volatilities on OMXVGI 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 OMXVGI with a short position of ISEQ. See also your portfolio center. Please also check ongoing floating volatility patterns of OMXVGI and ISEQ.
|Time Horizon||30 Days Login to change|
OMXVGI vs. ISEQ
Assuming 30 trading days horizon, OMXVGI is expected to generate 0.5 times more return on investment than ISEQ. However, OMXVGI is 2.0 times less risky than ISEQ. It trades about -0.01 of its potential returns per unit of risk. ISEQ is currently generating about -0.04 per unit of risk. If you would invest 71,230 in OMXVGI on May 24, 2018 and sell it today you would lose (43.16) from holding OMXVGI or give up 0.06% of portfolio value over 30 days.