This module allows you to analyze existing cross correlation between OSE All and Russell 2000 . You can compare the effects of market volatilities on OSE All and Russell 2000 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 Russell 2000. See also your portfolio center
. Please also check ongoing floating volatility patterns of OSE All
and Russell 2000
OSE All vs. Russell 2000
Assuming 30 trading days horizon, OSE All is expected to generate 0.69 times more return on investment than Russell 2000. However, OSE All is 1.44 times less risky than Russell 2000. It trades about 0.14 of its potential returns per unit of risk. Russell 2000 is currently generating about 0.01 per unit of risk. If you would invest 91,923 in OSE All on March 28, 2018 and sell it today you would earn a total of 5,785 from holding OSE All or generate 6.29% return on investment over 30 days.
Pair Corralation between OSE All and Russell 2000
|Time Period||2 Months [change]|
Overlapping area represents the amount of risk that can be diversified away by holding OSE All and Russell 2000 in the same portfolio assuming nothing else is changed. The correlation between historical prices or returns on Russell 2000 and OSE All is a relative statistical measure of the degree to which these equity instruments tend to move together. The correlation coefficient measures the extent to which returns on OSE All are associated (or correlated) with Russell 2000. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Russell 2000 has no effect on the direction of OSE All i.e. OSE All and Russell 2000 go up and down completely randomly.
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