This module allows you to analyze existing cross correlation between All Ords and Swiss Mrt. You can compare the effects of market volatilities on All Ords and Swiss Mrt 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 Swiss Mrt. See also your portfolio center. Please also check ongoing floating volatility patterns of All Ords and Swiss Mrt.
|Time Horizon||30 Days Login to change|
All Ords vs. Swiss Mrt
Assuming 30 trading days horizon, All Ords is expected to generate 1.07 times more return on investment than Swiss Mrt. However, All Ords is 1.07 times more volatile than Swiss Mrt. It trades about 0.0 of its potential returns per unit of risk. Swiss Mrt is currently generating about -0.06 per unit of risk. If you would invest 632,210 in All Ords on May 24, 2018 and sell it today you would lose (0.01) from holding All Ords or give up 0.0% of portfolio value over 30 days.