This module allows you to analyze existing cross correlation between OSE All and NYSE. You can compare the effects of market volatilities on OSE All and NYSE 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 NYSE. See also your portfolio center. Please also check ongoing floating volatility patterns of OSE All and NYSE.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, OSE All is expected to generate 1.11 times more return on investment than NYSE. However, OSE All is 1.11 times more volatile than NYSE. It trades about 0.01 of its potential returns per unit of risk. NYSE is currently generating about -0.04 per unit of risk. If you would invest 90,385 in OSE All on February 16, 2018 and sell it today you would earn a total of 111.00 from holding OSE All or generate 0.12% return on investment over 30 days.