This module allows you to analyze existing cross correlation between Russia TR and MerVal. You can compare the effects of market volatilities on Russia TR and MerVal 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 MerVal. See also your portfolio center. Please also check ongoing floating volatility patterns of Russia TR and MerVal.
|Time Horizon||30 Days Login to change|
Russia TR vs. MerVal
Assuming 30 trading days horizon, Russia TR is expected to generate 0.5 times more return on investment than MerVal. However, Russia TR is 1.99 times less risky than MerVal. It trades about 0.71 of its potential returns per unit of risk. MerVal is currently generating about 0.04 per unit of risk. If you would invest 106,093 in Russia TR on May 23, 2018 and sell it today you would earn a total of 1,994 from holding Russia TR or generate 1.88% return on investment over 30 days.