This module allows you to analyze existing cross correlation between Russell 2000 and OSE All. You can compare the effects of market volatilities on Russell 2000 and OSE All 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 OSE All. See also your portfolio center. Please also check ongoing floating volatility patterns of Russell 2000 and OSE All.
|Time Horizon||30 Days Login to change|
Russell 2000 vs. OSE All
Given the investment horizon of 30 days, Russell 2000 is expected to generate 0.71 times more return on investment than OSE All. However, Russell 2000 is 1.4 times less risky than OSE All. It trades about 0.23 of its potential returns per unit of risk. OSE All is currently generating about 0.05 per unit of risk. If you would invest 162,822 in Russell 2000 on May 24, 2018 and sell it today you would earn a total of 5,736 from holding Russell 2000 or generate 3.52% return on investment over 30 days.