This module allows you to analyze existing cross correlation between Greece TR and Swiss Mrt. You can compare the effects of market volatilities on Greece TR and Swiss Mrt 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 Swiss Mrt. See also your portfolio center. Please also check ongoing floating volatility patterns of Greece TR and Swiss Mrt.
|Time Horizon||30 Days Login to change|
Greece TR vs. Swiss Mrt
Assuming 30 trading days horizon, Greece TR is expected to generate 2.6 times more return on investment than Swiss Mrt. However, Greece TR is 2.6 times more volatile than Swiss Mrt. It trades about -0.04 of its potential returns per unit of risk. Swiss Mrt is currently generating about -0.15 per unit of risk. If you would invest 53,727 in Greece TR on May 21, 2018 and sell it today you would lose (1,532) from holding Greece TR or give up 2.85% of portfolio value over 30 days.