This module allows you to analyze existing cross correlation between IPC and MerVal. You can compare the effects of market volatilities on IPC and MerVal 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 MerVal. See also your portfolio center. Please also check ongoing floating volatility patterns of IPC and MerVal.
|Time Horizon||30 Days Login to change|
IPC vs. MerVal
Given the investment horizon of 30 days, IPC is expected to generate 0.8 times more return on investment than MerVal. However, IPC is 1.24 times less risky than MerVal. It trades about 0.0 of its potential returns per unit of risk. MerVal is currently generating about -0.17 per unit of risk. If you would invest 4,846,344 in IPC on March 28, 2018 and sell it today you would lose (16,573) from holding IPC or give up 0.34% of portfolio value over 30 days.