This module allows you to analyze existing cross correlation between MerVal and Stockholm. You can compare the effects of market volatilities on MerVal and Stockholm 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 Stockholm. See also your portfolio center. Please also check ongoing floating volatility patterns of MerVal and Stockholm.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, MerVal is expected to under-perform the Stockholm. In addition to that, MerVal is 1.41 times more volatile than Stockholm. It trades about -0.09 of its total potential returns per unit of risk. Stockholm is currently generating about 0.07 per unit of volatility. If you would invest 56,438 in Stockholm on February 17, 2018 and sell it today you would earn a total of 716.89 from holding Stockholm or generate 1.27% return on investment over 30 days.