This module allows you to analyze existing cross correlation between NYSE and OSE All. You can compare the effects of market volatilities on NYSE 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 NYSE with a short position of OSE All. See also your portfolio center. Please also check ongoing floating volatility patterns of NYSE and OSE All.
|Time Horizon||30 Days Login to change|
NYSE vs. OSE All
Given the investment horizon of 30 days, NYSE is expected to generate 0.76 times more return on investment than OSE All. However, NYSE is 1.32 times less risky than OSE All. It trades about 0.01 of its potential returns per unit of risk. OSE All is currently generating about -0.03 per unit of risk. If you would invest 1,268,701 in NYSE on May 19, 2018 and sell it today you would earn a total of 763.94 from holding NYSE or generate 0.06% return on investment over 30 days.