This module allows you to analyze existing cross correlation between Seoul Comp and Madrid Gnrl. You can compare the effects of market volatilities on Seoul Comp and Madrid Gnrl 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 Seoul Comp with a short position of Madrid Gnrl. See also your portfolio center. Please also check ongoing floating volatility patterns of Seoul Comp and Madrid Gnrl.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Seoul Comp is expected to generate 1.38 times less return on investment than Madrid Gnrl. In addition to that, Seoul Comp is 1.11 times more volatile than Madrid Gnrl. It trades about 0.12 of its total potential returns per unit of risk. Madrid Gnrl is currently generating about 0.18 per unit of volatility. If you would invest 103,590 in Madrid Gnrl on December 18, 2017 and sell it today you would earn a total of 2,325 from holding Madrid Gnrl or generate 2.24% return on investment over 30 days.