This module allows you to analyze existing cross correlation between IPC and OMXVGI. You can compare the effects of market volatilities on IPC and OMXVGI 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 OMXVGI. See also your portfolio center. Please also check ongoing floating volatility patterns of IPC and OMXVGI.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, IPC is expected to generate 0.49 times more return on investment than OMXVGI. However, IPC is 2.04 times less risky than OMXVGI. It trades about -0.24 of its potential returns per unit of risk. OMXVGI is currently generating about -0.18 per unit of risk. If you would invest 5,077,790 in IPC on January 25, 2018 and sell it today you would lose (213,447) from holding IPC or give up 4.2% of portfolio value over 30 days.