This module allows you to analyze existing cross correlation between CAC 40 and Swiss Mrt. You can compare the effects of market volatilities on CAC 40 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 CAC 40 with a short position of Swiss Mrt. See also your portfolio center. Please also check ongoing floating volatility patterns of CAC 40 and Swiss Mrt.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, CAC 40 is expected to generate 0.87 times more return on investment than Swiss Mrt. However, CAC 40 is 1.16 times less risky than Swiss Mrt. It trades about -0.13 of its potential returns per unit of risk. Swiss Mrt is currently generating about -0.17 per unit of risk. If you would invest 530,217 in CAC 40 on February 21, 2018 and sell it today you would lose (13,496) from holding CAC 40 or give up 2.55% of portfolio value over 30 days.