This module allows you to analyze existing cross correlation between IPC and Stockholm. You can compare the effects of market volatilities on IPC 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 IPC with a short position of Stockholm. See also your portfolio center. Please also check ongoing floating volatility patterns of IPC and Stockholm.
|Time Horizon||30 Days Login to change|
IPC vs. Stockholm
Given the investment horizon of 30 days, IPC is expected to generate 0.83 times more return on investment than Stockholm. However, IPC is 1.21 times less risky than Stockholm. It trades about 0.24 of its potential returns per unit of risk. Stockholm is currently generating about -0.11 per unit of risk. If you would invest 4,509,199 in IPC on May 25, 2018 and sell it today you would earn a total of 164,565 from holding IPC or generate 3.65% return on investment over 30 days.