This module allows you to analyze existing cross correlation between Greece TR and Taiwan Wtd. You can compare the effects of market volatilities on Greece TR and Taiwan Wtd 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 Taiwan Wtd. See also your portfolio center. Please also check ongoing floating volatility patterns of Greece TR and Taiwan Wtd.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Greece TR is expected to generate 1.1 times more return on investment than Taiwan Wtd. However, Greece TR is 1.1 times more volatile than Taiwan Wtd. It trades about -0.01 of its potential returns per unit of risk. Taiwan Wtd is currently generating about -0.3 per unit of risk. If you would invest 63,377 in Greece TR on January 20, 2018 and sell it today you would lose (405.00) from holding Greece TR or give up 0.64% of portfolio value over 30 days.