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.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Taiwan Wtd is expected to under-perform the ISEQ. In addition to that, Taiwan Wtd is 1.52 times more volatile than ISEQ. It trades about -0.32 of its total potential returns per unit of risk. ISEQ is currently generating about -0.31 per unit of volatility. If you would invest 723,511 in ISEQ on January 23, 2018 and sell it today you would lose (44,377) from holding ISEQ or give up 6.13% of portfolio value over 30 days.