This module allows you to analyze existing cross correlation between Greece TR and NYSE. You can compare the effects of market volatilities on Greece TR and NYSE 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 NYSE. See also your portfolio center. Please also check ongoing floating volatility patterns of Greece TR and NYSE.
|Time Horizon||30 Days Login to change|
Greece TR vs. NYSE
Assuming 30 trading days horizon, Greece TR is expected to under-perform the NYSE. In addition to that, Greece TR is 4.19 times more volatile than NYSE. It trades about 0.0 of its total potential returns per unit of risk. NYSE is currently generating about 0.01 per unit of volatility. If you would invest 1,268,701 in NYSE on May 20, 2018 and sell it today you would earn a total of 2,162 from holding NYSE or generate 0.17% return on investment over 30 days.