This module allows you to analyze existing cross correlation between XU100 and Seoul Comp. You can compare the effects of market volatilities on XU100 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 XU100 with a short position of Seoul Comp. See also your portfolio center. Please also check ongoing floating volatility patterns of XU100 and Seoul Comp.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, XU100 is expected to generate 0.93 times more return on investment than Seoul Comp. However, XU100 is 1.07 times less risky than Seoul Comp. It trades about -0.13 of its potential returns per unit of risk. Seoul Comp is currently generating about -0.2 per unit of risk. If you would invest 12,070,192 in XU100 on January 26, 2018 and sell it today you would lose (318,042) from holding XU100 or give up 2.63% of portfolio value over 30 days.