This module allows you to analyze existing cross correlation between OSE All and Seoul Comp. You can compare the effects of market volatilities on OSE All and Seoul Comp 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 Seoul Comp. See also your portfolio center. Please also check ongoing floating volatility patterns of OSE All and Seoul Comp.
|Time Horizon||30 Days Login to change|
OSE All vs. Seoul Comp
Assuming 30 trading days horizon, OSE All is expected to generate 0.88 times more return on investment than Seoul Comp. However, OSE All is 1.14 times less risky than Seoul Comp. It trades about -0.1 of its potential returns per unit of risk. Seoul Comp is currently generating about -0.21 per unit of risk. If you would invest 101,394 in OSE All on May 22, 2018 and sell it today you would lose (2,248) from holding OSE All or give up 2.22% of portfolio value over 30 days.