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.
|Time Horizon||30 Days Login to change|
Israel Index vs. Swiss Mrt
Assuming 30 trading days horizon, Israel Index is expected to generate 1.19 times more return on investment than Swiss Mrt. However, Israel Index is 1.19 times more volatile than Swiss Mrt. It trades about 0.0 of its potential returns per unit of risk. Swiss Mrt is currently generating about -0.22 per unit of risk. If you would invest 109,792 in Israel Index on May 22, 2018 and sell it today you would lose (847.21) from holding Israel Index or give up 0.77% of portfolio value over 30 days.