This module allows you to analyze existing cross correlation between OSE All and MerVal. You can compare the effects of market volatilities on OSE All and MerVal 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 MerVal. See also your portfolio center. Please also check ongoing floating volatility patterns of OSE All and MerVal.
|Time Horizon||30 Days Login to change|
OSE All vs. MerVal
Assuming 30 trading days horizon, OSE All is expected to generate 0.27 times more return on investment than MerVal. However, OSE All is 3.72 times less risky than MerVal. It trades about -0.05 of its potential returns per unit of risk. MerVal is currently generating about -0.1 per unit of risk. If you would invest 101,907 in OSE All on May 21, 2018 and sell it today you would lose (1,199) from holding OSE All or give up 1.18% of portfolio value over 30 days.