This module allows you to analyze existing cross correlation between FTSE MIB and Seoul Comp. You can compare the effects of market volatilities on FTSE MIB 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 FTSE MIB with a short position of Seoul Comp. See also your portfolio center. Please also check ongoing floating volatility patterns of FTSE MIB and Seoul Comp.
|Time Horizon||30 Days Login to change|
FTSE MIB vs. Seoul Comp
Assuming 30 trading days horizon, FTSE MIB is expected to under-perform the Seoul Comp. In addition to that, FTSE MIB is 80.97 times more volatile than Seoul Comp. It trades about -0.58 of its total potential returns per unit of risk. Seoul Comp is currently generating about -0.19 per unit of volatility. If you would invest 246,557 in Seoul Comp on May 21, 2018 and sell it today you would lose (10,166) from holding Seoul Comp or give up 4.12% of portfolio value over 30 days.