This module allows you to analyze existing cross correlation between Russia TR and Greece TR. You can compare the effects of market volatilities on Russia TR and Greece TR 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 Greece TR. See also your portfolio center. Please also check ongoing floating volatility patterns of Russia TR and Greece TR.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Russia TR is expected to under-perform the Greece TR. In addition to that, Russia TR is 1.09 times more volatile than Greece TR. It trades about -0.03 of its total potential returns per unit of risk. Greece TR is currently generating about 0.03 per unit of volatility. If you would invest 62,547 in Greece TR on January 19, 2018 and sell it today you would earn a total of 425.00 from holding Greece TR or generate 0.68% return on investment over 30 days.