This module allows you to analyze existing cross correlation between XU100 and OSE All. You can compare the effects of market volatilities on XU100 and OSE All 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 OSE All. See also your portfolio center. Please also check ongoing floating volatility patterns of XU100 and OSE All.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, XU100 is expected to generate 1.26 times less return on investment than OSE All. In addition to that, XU100 is 2.82 times more volatile than OSE All. It trades about 0.14 of its total potential returns per unit of risk. OSE All is currently generating about 0.5 per unit of volatility. If you would invest 90,009 in OSE All on December 21, 2017 and sell it today you would earn a total of 3,508 from holding OSE All or generate 3.9% return on investment over 30 days.