This module allows you to analyze existing cross correlation between NYSE and ISEQ. You can compare the effects of market volatilities on NYSE 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 NYSE with a short position of ISEQ. See also your portfolio center. Please also check ongoing floating volatility patterns of NYSE and ISEQ.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, NYSE is expected to under-perform the ISEQ. But the index apears to be less risky and, when comparing its historical volatility, NYSE is 2.84 times less risky than ISEQ. The index trades about -0.02 of its potential returns per unit of risk. The ISEQ is currently generating about 0.08 of returns per unit of risk over similar time horizon. If you would invest 677,950 in ISEQ on October 24, 2017 and sell it today you would earn a total of 10,042 from holding ISEQ or generate 1.48% return on investment over 30 days.