This module allows you to analyze existing cross correlation between Russia TR and XU100. You can compare the effects of market volatilities on Russia TR and XU100 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 XU100. See also your portfolio center. Please also check ongoing floating volatility patterns of Russia TR and XU100.
|Time Horizon||30 Days Login to change|
Russia TR vs. XU100
Assuming 30 trading days horizon, Russia TR is expected to generate 0.7 times more return on investment than XU100. However, Russia TR is 1.44 times less risky than XU100. It trades about -0.14 of its potential returns per unit of risk. XU100 is currently generating about -0.15 per unit of risk. If you would invest 110,389 in Russia TR on May 20, 2018 and sell it today you would lose (5,793) from holding Russia TR or give up 5.25% of portfolio value over 30 days.