This module allows you to analyze existing cross correlation between DOW and Equity LifeStyle Properties. You can compare the effects of market volatilities on DOW and Equity LifeStyle 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 Equity LifeStyle. See also your portfolio center. Please also check ongoing floating volatility patterns of DOW and Equity LifeStyle.
|Time Horizon||30 Days Login to change|
DOW vs. Equity LifeStyle Properties In
Given the investment horizon of 30 days, DOW is expected to under-perform the Equity LifeStyle. But the index apears to be less risky and, when comparing its historical volatility, DOW is 1.22 times less risky than Equity LifeStyle. The index trades about -0.02 of its potential returns per unit of risk. The Equity LifeStyle Properties is currently generating about 0.17 of returns per unit of risk over similar time horizon. If you would invest 8,945 in Equity LifeStyle Properties on May 26, 2018 and sell it today you would earn a total of 215.00 from holding Equity LifeStyle Properties or generate 2.4% return on investment over 30 days.