This module allows you to analyze existing cross correlation between Israel Index and Swiss Mrt. You can compare the effects of market volatilities on Israel Index 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 Israel Index with a short position of Swiss Mrt. See also your portfolio center. Please also check ongoing floating volatility patterns of Israel Index and Swiss Mrt.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Israel Index is expected to under-perform the Swiss Mrt. In addition to that, Israel Index is 1.28 times more volatile than Swiss Mrt. It trades about -0.09 of its total potential returns per unit of risk. Swiss Mrt is currently generating about 0.08 per unit of volatility. If you would invest 919,484 in Swiss Mrt on October 24, 2017 and sell it today you would earn a total of 9,700 from holding Swiss Mrt or generate 1.05% return on investment over 30 days.