This module allows you to analyze existing cross correlation between DOW and VASCO Data Security International. You can compare the effects of market volatilities on DOW and VASCO Data 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 VASCO Data. See also your portfolio center. Please also check ongoing floating volatility patterns of DOW and VASCO Data.
|Time Horizon||30 Days Login to change|
DOW vs. VASCO Data Security Internatio
Given the investment horizon of 30 days, DOW is expected to under-perform the VASCO Data. But the index apears to be less risky and, when comparing its historical volatility, DOW is 1.85 times less risky than VASCO Data. The index trades about -0.03 of its potential returns per unit of risk. The VASCO Data Security International is currently generating about 0.22 of returns per unit of risk over similar time horizon. If you would invest 2,060 in VASCO Data Security International on May 25, 2018 and sell it today you would earn a total of 120.00 from holding VASCO Data Security International or generate 5.83% return on investment over 30 days.