This module allows you to analyze existing cross correlation between OMXVGI and XU100. You can compare the effects of market volatilities on OMXVGI and XU100 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 XU100. See also your portfolio center. Please also check ongoing floating volatility patterns of OMXVGI and XU100.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, OMXVGI is expected to generate 0.22 times more return on investment than XU100. However, OMXVGI is 4.5 times less risky than XU100. It trades about 0.0 of its potential returns per unit of risk. XU100 is currently generating about -0.08 per unit of risk. If you would invest 65,829 in OMXVGI on October 26, 2017 and sell it today you would earn a total of 13 from holding OMXVGI or generate 0.02% return on investment over 30 days.