This module allows you to analyze existing cross correlation between Hang Seng and Swiss Mrt. You can compare the effects of market volatilities on Hang Seng 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 Hang Seng with a short position of Swiss Mrt. See also your portfolio center. Please also check ongoing floating volatility patterns of Hang Seng and Swiss Mrt.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, Hang Seng is expected to generate 1.41 times more return on investment than Swiss Mrt. However, Hang Seng is 1.41 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 -0.05 per unit of risk. If you would invest 3,087,363 in Hang Seng on February 19, 2018 and sell it today you would earn a total of 64,013 from holding Hang Seng or generate 2.07% return on investment over 30 days.