This module allows you to analyze existing cross correlation between Russia TR and IBEX 35. You can compare the effects of market volatilities on Russia TR and IBEX 35 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 IBEX 35. See also your portfolio center. Please also check ongoing floating volatility patterns of Russia TR and IBEX 35.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Russia TR is expected to generate 1.37 times more return on investment than IBEX 35. However, Russia TR is 1.37 times more volatile than IBEX 35. It trades about 0.23 of its potential returns per unit of risk. IBEX 35 is currently generating about -0.16 per unit of risk. If you would invest 98,433 in Russia TR on October 26, 2017 and sell it today you would earn a total of 5,461 from holding Russia TR or generate 5.55% return on investment over 30 days.