This module allows you to analyze existing cross correlation between Straits Tms and ISEQ. You can compare the effects of market volatilities on Straits Tms and ISEQ 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 Straits Tms with a short position of ISEQ. See also your portfolio center. Please also check ongoing floating volatility patterns of Straits Tms and ISEQ.
|Time Horizon||30 Days Login to change|
Straits Tms vs. ISEQ
Given the investment horizon of 30 days, Straits Tms is expected to under-perform the ISEQ. In addition to that, Straits Tms is 1.77 times more volatile than ISEQ. It trades about -0.52 of its total potential returns per unit of risk. ISEQ is currently generating about -0.04 per unit of volatility. If you would invest 714,308 in ISEQ on May 24, 2018 and sell it today you would lose (3,772) from holding ISEQ or give up 0.53% of portfolio value over 30 days.