This module allows you to analyze existing cross correlation between ATX and Swiss Mrt. You can compare the effects of market volatilities on ATX 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 ATX with a short position of Swiss Mrt. See also your portfolio center. Please also check ongoing floating volatility patterns of ATX and Swiss Mrt.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, ATX is expected to under-perform the Swiss Mrt. In addition to that, ATX is 1.1 times more volatile than Swiss Mrt. It trades about -0.15 of its total potential returns per unit of risk. Swiss Mrt is currently generating about -0.04 per unit of volatility. If you would invest 923,713 in Swiss Mrt on October 20, 2017 and sell it today you would lose (5,352) from holding Swiss Mrt or give up 0.58% of portfolio value over 30 days.