This module allows you to analyze existing cross correlation between Taiwan Wtd and OMX COPENHAGEN. You can compare the effects of market volatilities on Taiwan Wtd and OMX COPENHAGEN 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 OMX COPENHAGEN. See also your portfolio center. Please also check ongoing floating volatility patterns of Taiwan Wtd and OMX COPENHAGEN.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Taiwan Wtd is expected to under-perform the OMX COPENHAGEN. In addition to that, Taiwan Wtd is 1.2 times more volatile than OMX COPENHAGEN. It trades about -0.13 of its total potential returns per unit of risk. OMX COPENHAGEN is currently generating about 0.11 per unit of volatility. If you would invest 132,292 in OMX COPENHAGEN on November 13, 2017 and sell it today you would earn a total of 1,839 from holding OMX COPENHAGEN or generate 1.39% return on investment over 30 days.