This module allows you to analyze existing cross correlation between DAX and Swiss Mrt. You can compare the effects of market volatilities on DAX 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 DAX with a short position of Swiss Mrt. See also your portfolio center. Please also check ongoing floating volatility patterns of DAX and Swiss Mrt.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, DAX is expected to generate 1.11 times more return on investment than Swiss Mrt. However, DAX is 1.11 times more volatile than Swiss Mrt. It trades about 0.08 of its potential returns per unit of risk. Swiss Mrt is currently generating about 0.06 per unit of risk. If you would invest 1,300,314 in DAX on October 23, 2017 and sell it today you would earn a total of 16,440 from holding DAX or generate 1.26% return on investment over 30 days.