This module allows you to analyze existing cross correlation between Russia TR and Stockholm. You can compare the effects of market volatilities on Russia TR and Stockholm 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 Stockholm. See also your portfolio center. Please also check ongoing floating volatility patterns of Russia TR and Stockholm.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Russia TR is expected to generate 2.0 times more return on investment than Stockholm. However, Russia TR is 2.0 times more volatile than Stockholm. It trades about 0.0 of its potential returns per unit of risk. Stockholm is currently generating about -0.19 per unit of risk. If you would invest 100,206 in Russia TR on October 23, 2017 and sell it today you would lose (45) from holding Russia TR or give up 0.04% of portfolio value over 30 days.