This module allows you to analyze existing cross correlation between OSE All and OMX COPENHAGEN. You can compare the effects of market volatilities on OSE All and OMX COPENHAGEN 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 OMX COPENHAGEN. See also your portfolio center. Please also check ongoing floating volatility patterns of OSE All and OMX COPENHAGEN.
|Time Horizon||30 Days Login to change|
OSE All vs. OMX COPENHAGEN
Assuming 30 trading days horizon, OSE All is expected to generate 1.17 times more return on investment than OMX COPENHAGEN. However, OSE All is 1.17 times more volatile than OMX COPENHAGEN. It trades about -0.03 of its potential returns per unit of risk. OMX COPENHAGEN is currently generating about -0.05 per unit of risk. If you would invest 101,907 in OSE All on May 19, 2018 and sell it today you would lose (787.00) from holding OSE All or give up 0.77% of portfolio value over 30 days.