This module allows you to analyze existing cross correlation between XU100 and All Ords. You can compare the effects of market volatilities on XU100 and All Ords 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 XU100 with a short position of All Ords. See also your portfolio center. Please also check ongoing floating volatility patterns of XU100 and All Ords.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, XU100 is expected to generate 1.12 times more return on investment than All Ords. However, XU100 is 1.12 times more volatile than All Ords. It trades about -0.01 of its potential returns per unit of risk. All Ords is currently generating about -0.09 per unit of risk. If you would invest 11,685,602 in XU100 on January 18, 2018 and sell it today you would lose (34,505) from holding XU100 or give up 0.3% of portfolio value over 30 days.