This module allows you to analyze existing cross correlation between SPTSX Comp and Swiss Mrt. You can compare the effects of market volatilities on SPTSX Comp 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 SPTSX Comp with a short position of Swiss Mrt. See also your portfolio center. Please also check ongoing floating volatility patterns of SPTSX Comp and Swiss Mrt.
|Time Horizon||30 Days Login to change|
SPTSX Comp vs. Swiss Mrt
Assuming 30 trading days horizon, SPTSX Comp is expected to generate 0.34 times more return on investment than Swiss Mrt. However, SPTSX Comp is 2.95 times less risky than Swiss Mrt. It trades about 0.17 of its potential returns per unit of risk. Swiss Mrt is currently generating about -0.18 per unit of risk. If you would invest 1,616,231 in SPTSX Comp on May 20, 2018 and sell it today you would earn a total of 22,129 from holding SPTSX Comp or generate 1.37% return on investment over 30 days.