This module allows you to analyze existing cross correlation between ATX and Russia TR. You can compare the effects of market volatilities on ATX and Russia 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 ATX with a short position of Russia TR. See also your portfolio center. Please also check ongoing floating volatility patterns of ATX and Russia TR.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, ATX is expected to under-perform the Russia TR. But the index apears to be less risky and, when comparing its historical volatility, ATX is 1.7 times less risky than Russia TR. The index trades about -0.12 of its potential returns per unit of risk. The Russia TR is currently generating about 0.17 of returns per unit of risk over similar time horizon. If you would invest 99,076 in Russia TR on October 25, 2017 and sell it today you would earn a total of 4,198 from holding Russia TR or generate 4.24% return on investment over 30 days.