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 generate 2.43 times more return on investment than Stockholm. However, MerVal is 2.43 times more volatile than Stockholm. It trades about 0.74 of its potential returns per unit of risk. Stockholm is currently generating about 0.18 per unit of risk. If you would invest 2,770,671 in MerVal on December 19, 2017 and sell it today you would earn a total of 589,150 from holding MerVal or generate 21.26% return on investment over 30 days.