This module allows you to analyze existing cross correlation between MerVal and IPC. You can compare the effects of market volatilities on MerVal and IPC 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 MerVal with a short position of IPC. See also your portfolio center. Please also check ongoing floating volatility patterns of MerVal and IPC.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, MerVal is expected to generate 2.6476767543715556E14 times more return on investment than IPC. However, MerVal is 2.6476767543715556E14 times more volatile than IPC. It trades about 0.21 of its potential returns per unit of risk. IPC is currently generating about -0.25 per unit of risk. If you would invest 2,800,954 in MerVal on October 24, 2017 and sell it today you would lose (68,157) from holding MerVal or give up 2.43% of portfolio value over 30 days.