This module allows you to analyze existing cross correlation between OSE All and Stockholm. You can compare the effects of market volatilities on OSE All and Stockholm 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 Stockholm. See also your portfolio center. Please also check ongoing floating volatility patterns of OSE All and Stockholm.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, OSE All is expected to generate 0.93 times more return on investment than Stockholm. However, OSE All is 1.08 times less risky than Stockholm. It trades about 0.5 of its potential returns per unit of risk. Stockholm is currently generating about 0.24 per unit of risk. If you would invest 90,009 in OSE All on December 21, 2017 and sell it today you would earn a total of 3,508 from holding OSE All or generate 3.9% return on investment over 30 days.