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|
Assuming 30 trading days horizon, XU100 is expected to generate 2.31 times more return on investment than ISEQ. However, XU100 is 2.31 times more volatile than ISEQ. It trades about 0.14 of its potential returns per unit of risk. ISEQ is currently generating about 0.21 per unit of risk. If you would invest 11,127,195 in XU100 on December 21, 2017 and sell it today you would earn a total of 387,511 from holding XU100 or generate 3.48% return on investment over 30 days.