This module allows you to analyze existing cross correlation between All Ords and Taiwan Wtd. You can compare the effects of market volatilities on All Ords and Taiwan Wtd 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 Taiwan Wtd. See also your portfolio center. Please also check ongoing floating volatility patterns of All Ords and Taiwan Wtd.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, All Ords is expected to generate 0.91 times more return on investment than Taiwan Wtd. However, All Ords is 1.1 times less risky than Taiwan Wtd. It trades about 0.18 of its potential returns per unit of risk. Taiwan Wtd is currently generating about 0.08 per unit of risk. If you would invest 596,950 in All Ords on October 25, 2017 and sell it today you would earn a total of 9,300 from holding All Ords or generate 1.56% return on investment over 30 days.