This module allows you to analyze existing cross correlation between OSE All and Taiwan Wtd. You can compare the effects of market volatilities on OSE All and Taiwan Wtd 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 Taiwan Wtd. See also your portfolio center. Please also check ongoing floating volatility patterns of OSE All and Taiwan Wtd.
|Time Horizon||30 Days Login to change|
OSE All vs. Taiwan Wtd
Assuming 30 trading days horizon, OSE All is expected to generate 1.0 times more return on investment than Taiwan Wtd. However, OSE All is 1.0 times less risky than Taiwan Wtd. It trades about 0.12 of its potential returns per unit of risk. Taiwan Wtd is currently generating about -0.05 per unit of risk. If you would invest 92,059 in OSE All on March 25, 2018 and sell it today you would earn a total of 4,275 from holding OSE All or generate 4.64% return on investment over 30 days.