This module allows you to analyze existing cross correlation between MerVal and Russia TR. You can compare the effects of market volatilities on MerVal and Russia TR 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 Russia TR. See also your portfolio center. Please also check ongoing floating volatility patterns of MerVal and Russia TR.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, MerVal is expected to generate 1.5 times more return on investment than Russia TR. However, MerVal is 1.5 times more volatile than Russia TR. It trades about 0.74 of its potential returns per unit of risk. Russia TR is currently generating about 0.8 per unit of risk. If you would invest 2,806,896 in MerVal on December 20, 2017 and sell it today you would earn a total of 598,039 from holding MerVal or generate 21.31% return on investment over 30 days.