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.
|Time Horizon||30 Days Login to change|
Bovespa vs. Swiss Mrt
Assuming 30 trading days horizon, Bovespa is expected to generate 1.02 times more return on investment than Swiss Mrt. However, Bovespa is 1.02 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 -0.03 per unit of risk. If you would invest 8,580,395 in Bovespa on March 22, 2018 and sell it today you would lose (25,386) from holding Bovespa or give up 0.3% of portfolio value over 30 days.