This module allows you to analyze existing cross correlation between OSE All and S&P 500. You can compare the effects of market volatilities on OSE All and SP 500 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 OSE All with a short position of SP 500. See also your portfolio center. Please also check ongoing floating volatility patterns of OSE All and SP 500.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, OSE All is expected to generate 1.97 times more return on investment than SP 500. However, OSE All is 1.97 times more volatile than S&P 500. It trades about 0.06 of its potential returns per unit of risk. S&P 500 is currently generating about 0.02 per unit of risk. If you would invest 87,423 in OSE All on October 20, 2017 and sell it today you would earn a total of 762 from holding OSE All or generate 0.87% return on investment over 30 days.