This module allows you to analyze existing cross correlation between Shanghai and OMX COPENHAGEN. You can compare the effects of market volatilities on Shanghai 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 Shanghai with a short position of OMX COPENHAGEN. See also your portfolio center. Please also check ongoing floating volatility patterns of Shanghai and OMX COPENHAGEN.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Shanghai is expected to generate 0.52 times more return on investment than OMX COPENHAGEN. However, Shanghai is 1.94 times less risky than OMX COPENHAGEN. It trades about 0.04 of its potential returns per unit of risk. OMX COPENHAGEN is currently generating about -0.21 per unit of risk. If you would invest 338,070 in Shanghai on October 22, 2017 and sell it today you would earn a total of 1,170 from holding Shanghai or generate 0.35% return on investment over 30 days.