This module allows you to analyze existing cross correlation between Russia TR and ATX. You can compare the effects of market volatilities on Russia TR and ATX 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 ATX. See also your portfolio center. Please also check ongoing floating volatility patterns of Russia TR and ATX.
|Time Horizon||30 Days Login to change|
Russia TR vs. ATX
Assuming 30 trading days horizon, Russia TR is expected to generate 1.47 times more return on investment than ATX. However, Russia TR is 1.47 times more volatile than ATX. It trades about -0.1 of its potential returns per unit of risk. ATX is currently generating about -0.17 per unit of risk. If you would invest 110,389 in Russia TR on May 19, 2018 and sell it today you would lose (4,559) from holding Russia TR or give up 4.13% of portfolio value over 30 days.