This module allows you to analyze existing cross correlation between IPC and NYSE. You can compare the effects of market volatilities on IPC and NYSE 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 NYSE. See also your portfolio center. Please also check ongoing floating volatility patterns of IPC and NYSE.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, IPC is expected to under-perform the NYSE. In addition to that, IPC is 2.87 times more volatile than NYSE. It trades about -0.21 of its total potential returns per unit of risk. NYSE is currently generating about -0.08 per unit of volatility. If you would invest 1,238,442 in NYSE on October 23, 2017 and sell it today you would lose (6,365) from holding NYSE or give up 0.51% of portfolio value over 30 days.