This module allows you to analyze existing cross correlation between Greece TR and Russell 2000 . You can compare the effects of market volatilities on Greece TR and Russell 2000 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 Russell 2000. See also your portfolio center. Please also check ongoing floating volatility patterns of Greece TR and Russell 2000.
|Time Horizon||30 Days Login to change|
Greece TR vs. Russell 2000
Assuming 30 trading days horizon, Greece TR is expected to under-perform the Russell 2000. In addition to that, Greece TR is 1.02 times more volatile than Russell 2000 . It trades about -0.02 of its total potential returns per unit of risk. Russell 2000 is currently generating about 0.0 per unit of volatility. If you would invest 155,933 in Russell 2000 on March 26, 2018 and sell it today you would lose (604.89) from holding Russell 2000 or give up 0.39% of portfolio value over 30 days.