This module allows you to analyze existing cross correlation between Greece TR and OMXVGI. You can compare the effects of market volatilities on Greece TR 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 Greece TR with a short position of OMXVGI. See also your portfolio center. Please also check ongoing floating volatility patterns of Greece TR and OMXVGI.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Greece TR is expected to under-perform the OMXVGI. In addition to that, Greece TR is 4.61 times more volatile than OMXVGI. It trades about -0.07 of its total potential returns per unit of risk. OMXVGI is currently generating about 0.03 per unit of volatility. If you would invest 65,728 in OMXVGI on October 25, 2017 and sell it today you would earn a total of 114 from holding OMXVGI or generate 0.17% return on investment over 30 days.