This module allows you to analyze existing cross correlation between Seoul Comp and Swiss Mrt. You can compare the effects of market volatilities on Seoul Comp 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 Seoul Comp with a short position of Swiss Mrt. See also your portfolio center. Please also check ongoing floating volatility patterns of Seoul Comp and Swiss Mrt.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Seoul Comp is expected to generate 1.13 times more return on investment than Swiss Mrt. However, Seoul Comp is 1.13 times more volatile than Swiss Mrt. It trades about -0.18 of its potential returns per unit of risk. Swiss Mrt is currently generating about -0.25 per unit of risk. If you would invest 256,223 in Seoul Comp on January 25, 2018 and sell it today you would lose (11,071) from holding Seoul Comp or give up 4.32% of portfolio value over 30 days.