This module allows you to analyze existing cross correlation between Russell 2000 and OMX COPENHAGEN. You can compare the effects of market volatilities on Russell 2000 and OMX COPENHAGEN 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 Russell 2000 with a short position of OMX COPENHAGEN. See also your portfolio center. Please also check ongoing floating volatility patterns of Russell 2000 and OMX COPENHAGEN.
|Time Horizon||30 Days Login to change|
Russell 2000 vs. OMX COPENHAGEN
Given the investment horizon of 30 days, Russell 2000 is expected to generate 0.86 times more return on investment than OMX COPENHAGEN. However, Russell 2000 is 1.16 times less risky than OMX COPENHAGEN. It trades about 0.23 of its potential returns per unit of risk. OMX COPENHAGEN is currently generating about 0.0 per unit of risk. If you would invest 162,693 in Russell 2000 on May 25, 2018 and sell it today you would earn a total of 5,865 from holding Russell 2000 or generate 3.61% return on investment over 30 days.