This module allows you to analyze existing cross correlation between DOW and Shanghai. You can compare the effects of market volatilities on DOW and Shanghai 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 DOW with a short position of Shanghai. See also your portfolio center. Please also check ongoing floating volatility patterns of DOW and Shanghai.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, DOW is expected to generate 15.7 times less return on investment than Shanghai. In addition to that, DOW is 1.26 times more volatile than Shanghai. It trades about 0.0 of its total potential returns per unit of risk. Shanghai is currently generating about 0.02 per unit of volatility. If you would invest 326,856 in Shanghai on February 18, 2018 and sell it today you would earn a total of 1,069 from holding Shanghai or generate 0.33% return on investment over 30 days.