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|
Seoul Comp vs. Swiss Mrt
Assuming 30 trading days horizon, Seoul Comp is expected to under-perform the Swiss Mrt. But the index apears to be less risky and, when comparing its historical volatility, Seoul Comp is 1.01 times less risky than Swiss Mrt. The index trades about -0.19 of its potential returns per unit of risk. The Swiss Mrt is currently generating about -0.1 of returns per unit of risk over similar time horizon. If you would invest 879,494 in Swiss Mrt on May 23, 2018 and sell it today you would lose (23,290) from holding Swiss Mrt or give up 2.65% of portfolio value over 30 days.