This module allows you to analyze existing cross correlation between Taiwan Wtd and ISEQ. You can compare the effects of market volatilities on Taiwan Wtd 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 Taiwan Wtd with a short position of ISEQ. See also your portfolio center. Please also check ongoing floating volatility patterns of Taiwan Wtd and ISEQ.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Taiwan Wtd is expected to generate 3.51 times less return on investment than ISEQ. But when comparing it to its historical volatility, Taiwan Wtd is 2.09 times less risky than ISEQ. It trades about 0.05 of its potential returns per unit of risk. ISEQ is currently generating about 0.08 of returns per unit of risk over similar time horizon. If you would invest 682,468 in ISEQ on October 23, 2017 and sell it today you would earn a total of 9,770 from holding ISEQ or generate 1.43% return on investment over 30 days.