This module allows you to analyze existing cross correlation between XU100 and ISEQ. You can compare the effects of market volatilities on XU100 and ISEQ 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 ISEQ. See also your portfolio center. Please also check ongoing floating volatility patterns of XU100 and ISEQ.
|Time Horizon||30 Days Login to change|
XU100 vs. ISEQ
Assuming 30 trading days horizon, XU100 is expected to under-perform the ISEQ. In addition to that, XU100 is 1.42 times more volatile than ISEQ. It trades about -0.14 of its total potential returns per unit of risk. ISEQ is currently generating about 0.03 per unit of volatility. If you would invest 677,276 in ISEQ on March 24, 2018 and sell it today you would earn a total of 5,496 from holding ISEQ or generate 0.81% return on investment over 30 days.