This module allows you to analyze existing cross correlation between IBEX 35 and Taiwan Wtd. You can compare the effects of market volatilities on IBEX 35 and Taiwan Wtd 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 Taiwan Wtd. See also your portfolio center. Please also check ongoing floating volatility patterns of IBEX 35 and Taiwan Wtd.
|Time Horizon||30 Days Login to change|
IBEX 35 vs. Taiwan Wtd
Assuming 30 trading days horizon, IBEX 35 is expected to generate 0.9 times more return on investment than Taiwan Wtd. However, IBEX 35 is 1.11 times less risky than Taiwan Wtd. It trades about 0.01 of its potential returns per unit of risk. Taiwan Wtd is currently generating about -0.01 per unit of risk. If you would invest 987,650 in IBEX 35 on March 24, 2018 and sell it today you would earn a total of 770.00 from holding IBEX 35 or generate 0.08% return on investment over 30 days.