This module allows you to analyze existing cross correlation between DOW and ISEQ. You can compare the effects of market volatilities on DOW 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 DOW with a short position of ISEQ. See also your portfolio center. Please also check ongoing floating volatility patterns of DOW and ISEQ.
|Time Horizon||30 Days Login to change|
DOW vs. ISEQ
Given the investment horizon of 30 days, DOW is expected to generate 3.59 times more return on investment than ISEQ. However, DOW is 3.59 times more volatile than ISEQ. It trades about 0.01 of its potential returns per unit of risk. ISEQ is currently generating about -0.09 per unit of risk. If you would invest 2,470,021 in DOW on May 21, 2018 and sell it today you would lose (0.09) from holding DOW or give up 0.0% of portfolio value over 30 days.