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|
Given the investment horizon of 30 days, Russell 2000 is expected to under-perform the OSE All. In addition to that, Russell 2000 is 1.31 times more volatile than OSE All. It trades about -0.11 of its total potential returns per unit of risk. OSE All is currently generating about -0.05 per unit of volatility. 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.