This module allows you to analyze existing cross correlation between Bovespa and Swiss Mrt. You can compare the effects of market volatilities on Bovespa 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 Bovespa with a short position of Swiss Mrt. See also your portfolio center. Please also check ongoing floating volatility patterns of Bovespa and Swiss Mrt.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Bovespa is expected to under-perform the Swiss Mrt. In addition to that, Bovespa is 2.31 times more volatile than Swiss Mrt. It trades about -0.09 of its total potential returns per unit of risk. Swiss Mrt is currently generating about -0.05 per unit of volatility. If you would invest 924,849 in Swiss Mrt on October 21, 2017 and sell it today you would lose (6,488) from holding Swiss Mrt or give up 0.7% of portfolio value over 30 days.