This module allows you to analyze existing cross correlation between IPC and Swiss Mrt. You can compare the effects of market volatilities on IPC and Swiss Mrt 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 Swiss Mrt. See also your portfolio center. Please also check ongoing floating volatility patterns of IPC and Swiss Mrt.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, IPC is expected to under-perform the Swiss Mrt. In addition to that, IPC is 1.34 times more volatile than Swiss Mrt. It trades about -0.27 of its total potential returns per unit of risk. Swiss Mrt is currently generating about -0.04 per unit of volatility. If you would invest 923,352 in Swiss Mrt on October 19, 2017 and sell it today you would lose (4,991) from holding Swiss Mrt or give up 0.54% of portfolio value over 30 days.