This module allows you to analyze existing cross correlation between Taiwan Wtd and Seoul Comp. You can compare the effects of market volatilities on Taiwan Wtd and Seoul Comp 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 Seoul Comp. See also your portfolio center. Please also check ongoing floating volatility patterns of Taiwan Wtd and Seoul Comp.
|Time Horizon||30 Days Login to change|
Taiwan Wtd vs. Seoul Comp
Assuming 30 trading days horizon, Taiwan Wtd is expected to generate 0.92 times more return on investment than Seoul Comp. However, Taiwan Wtd is 1.08 times less risky than Seoul Comp. It trades about 0.12 of its potential returns per unit of risk. Seoul Comp is currently generating about -0.16 per unit of risk. If you would invest 1,082,787 in Taiwan Wtd on May 19, 2018 and sell it today you would earn a total of 25,960 from holding Taiwan Wtd or generate 2.4% return on investment over 30 days.