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.
|Time Horizon||30 Days Login to change|
OSE All vs. S&P 500
Assuming 30 trading days horizon, OSE All is expected to generate 0.59 times more return on investment than SP 500. However, OSE All is 1.71 times less risky than SP 500. It trades about 0.14 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 90,628 in OSE All on March 22, 2018 and sell it today you would earn a total of 5,049 from holding OSE All or generate 5.57% return on investment over 30 days.