This module allows you to analyze existing cross correlation between Taiwan Wtd and OSE All. You can compare the effects of market volatilities on Taiwan Wtd and OSE All 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 OSE All. See also your portfolio center. Please also check ongoing floating volatility patterns of Taiwan Wtd and OSE All.
|Time Horizon||30 Days Login to change|
Taiwan Wtd vs. OSE All
Assuming 30 trading days horizon, Taiwan Wtd is expected to under-perform the OSE All. In addition to that, Taiwan Wtd is 1.13 times more volatile than OSE All. It trades about -0.06 of its total potential returns per unit of risk. OSE All is currently generating about 0.21 per unit of volatility. If you would invest 96,843 in OSE All on May 26, 2018 and sell it today you would earn a total of 3,708 from holding OSE All or generate 3.83% return on investment over 30 days.