This module allows you to analyze existing cross correlation between IBEX 35 and SPTSX Comp. You can compare the effects of market volatilities on IBEX 35 and SPTSX Comp 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 IBEX 35 with a short position of SPTSX Comp. See also your portfolio center. Please also check ongoing floating volatility patterns of IBEX 35 and SPTSX Comp.
|Time Horizon||30 Days Login to change|
IBEX 35 vs. SPTSX Comp
Assuming 30 trading days horizon, IBEX 35 is expected to generate 1.06 times less return on investment than SPTSX Comp. In addition to that, IBEX 35 is 1.1 times more volatile than SPTSX Comp. It trades about 0.02 of its total potential returns per unit of risk. SPTSX Comp is currently generating about 0.02 per unit of volatility. If you would invest 1,543,940 in SPTSX Comp on March 20, 2018 and sell it today you would earn a total of 9,057 from holding SPTSX Comp or generate 0.59% return on investment over 30 days.