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.
|Investment 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 Russell 2000. However, OSE All is 1.11 times more volatile than Russell 2000 . It trades about 0.12 of its potential returns per unit of risk. Russell 2000 is currently generating about -0.04 per unit of risk. If you would invest 86,569 in OSE All on October 19, 2017 and sell it today you would earn a total of 1,616 from holding OSE All or generate 1.87% return on investment over 30 days.