This module allows you to analyze existing cross correlation between Greece TR and Hang Seng. You can compare the effects of market volatilities on Greece TR and Hang Seng 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 Greece TR with a short position of Hang Seng. See also your portfolio center. Please also check ongoing floating volatility patterns of Greece TR and Hang Seng.
|Time Horizon||30 Days Login to change|
Greece TR vs. Hang Seng
Assuming 30 trading days horizon, Greece TR is expected to generate 0.79 times more return on investment than Hang Seng. However, Greece TR is 1.26 times less risky than Hang Seng. It trades about 0.71 of its potential returns per unit of risk. Hang Seng is currently generating about -0.19 per unit of risk. If you would invest 52,196 in Greece TR on May 22, 2018 and sell it today you would earn a total of 635.22 from holding Greece TR or generate 1.22% return on investment over 30 days.