This module allows you to analyze existing cross correlation between OSE All and Shanghai. You can compare the effects of market volatilities on OSE All and Shanghai 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 Shanghai. See also your portfolio center. Please also check ongoing floating volatility patterns of OSE All and Shanghai.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, OSE All is expected to generate 0.77 times more return on investment than Shanghai. However, OSE All is 1.3 times less risky than Shanghai. It trades about -0.05 of its potential returns per unit of risk. Shanghai is currently generating about -0.37 per unit of risk. If you would invest 93,218 in OSE All on January 25, 2018 and sell it today you would lose (1,159) from holding OSE All or give up 1.24% of portfolio value over 30 days.