This module allows you to analyze existing cross correlation between IPC and XU100. You can compare the effects of market volatilities on IPC and XU100 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 XU100. See also your portfolio center. Please also check ongoing floating volatility patterns of IPC and XU100.
|Time Horizon||30 Days Login to change|
IPC vs. XU100
Given the investment horizon of 30 days, IPC is expected to generate 0.3 times more return on investment than XU100. However, IPC is 3.34 times less risky than XU100. It trades about 0.17 of its potential returns per unit of risk. XU100 is currently generating about -0.15 per unit of risk. If you would invest 4,530,502 in IPC on May 21, 2018 and sell it today you would earn a total of 118,336 from holding IPC or generate 2.61% return on investment over 30 days.