This module allows you to analyze existing cross correlation between Russia TR and All Ords. You can compare the effects of market volatilities on Russia TR and All Ords 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 Russia TR with a short position of All Ords. See also your portfolio center. Please also check ongoing floating volatility patterns of Russia TR and All Ords.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Russia TR is expected to generate 1.75 times more return on investment than All Ords. However, Russia TR is 1.75 times more volatile than All Ords. It trades about -0.03 of its potential returns per unit of risk. All Ords is currently generating about -0.09 per unit of risk. If you would invest 116,460 in Russia TR on January 19, 2018 and sell it today you would lose (1,321) from holding Russia TR or give up 1.13% of portfolio value over 30 days.