This module allows you to analyze existing cross correlation between DOW and 500 com Limited. You can compare the effects of market volatilities on DOW and 500 com 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 500 com. See also your portfolio center. Please also check ongoing floating volatility patterns of DOW and 500 com.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, DOW is expected to under-perform the 500 com. But the index apears to be less risky and, when comparing its historical volatility, DOW is 3.0 times less risky than 500 com. The index trades about -0.12 of its potential returns per unit of risk. The 500 com Limited is currently generating about 0.36 of returns per unit of risk over similar time horizon. If you would invest 1,224 in 500 com Limited on January 24, 2018 and sell it today you would earn a total of 565.00 from holding 500 com Limited or generate 46.16% return on investment over 30 days.