This module allows you to analyze existing cross correlation between MerVal and Russell 2000 . You can compare the effects of market volatilities on MerVal and Russell 2000 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 Russell 2000. See also your portfolio center. Please also check ongoing floating volatility patterns of MerVal and Russell 2000.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, MerVal is expected to generate 3.126776157531809E14 times more return on investment than Russell 2000. However, MerVal is 3.126776157531809E14 times more volatile than Russell 2000 . It trades about 0.21 of its potential returns per unit of risk. Russell 2000 is currently generating about -0.08 per unit of risk. If you would invest 2,621,315 in MerVal on October 18, 2017 and sell it today you would earn a total of 9,953 from holding MerVal or generate 0.38% return on investment over 30 days.