This module allows you to analyze existing cross correlation between IPC and S&P 500. You can compare the effects of market volatilities on IPC and SP 500 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 IPC with a short position of SP 500. See also your portfolio center. Please also check ongoing floating volatility patterns of IPC and SP 500.
|Time Horizon||30 Days Login to change|
IPC vs. S&P 500
Given the investment horizon of 30 days, IPC is expected to generate 1.14 times more return on investment than SP 500. However, IPC is 1.14 times more volatile than S&P 500. It trades about 0.2 of its potential returns per unit of risk. S&P 500 is currently generating about 0.19 per unit of risk. If you would invest 4,554,564 in IPC on May 19, 2018 and sell it today you would earn a total of 139,318 from holding IPC or generate 3.06% return on investment over 30 days.