This module allows you to analyze existing cross correlation between All Ords and Greece TR. You can compare the effects of market volatilities on All Ords and Greece TR 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 All Ords with a short position of Greece TR. See also your portfolio center. Please also check ongoing floating volatility patterns of All Ords and Greece TR.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, All Ords is expected to generate 0.67 times more return on investment than Greece TR. However, All Ords is 1.5 times less risky than Greece TR. It trades about -0.08 of its potential returns per unit of risk. Greece TR is currently generating about -0.17 per unit of risk. If you would invest 615,070 in All Ords on January 23, 2018 and sell it today you would lose (10,340) from holding All Ords or give up 1.68% of portfolio value over 30 days.