This module allows you to analyze existing cross correlation between IBEX 35 and Russia TR. You can compare the effects of market volatilities on IBEX 35 and Russia TR 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 Russia TR. See also your portfolio center. Please also check ongoing floating volatility patterns of IBEX 35 and Russia TR.
|Time Horizon||30 Days Login to change|
IBEX 35 vs. Russia TR
Assuming 30 trading days horizon, IBEX 35 is expected to generate 0.41 times more return on investment than Russia TR. However, IBEX 35 is 2.45 times less risky than Russia TR. It trades about 0.0 of its potential returns per unit of risk. Russia TR is currently generating about -0.05 per unit of risk. If you would invest 989,530 in IBEX 35 on March 22, 2018 and sell it today you would lose (1,110) from holding IBEX 35 or give up 0.11% of portfolio value over 30 days.