This module allows you to analyze existing cross correlation between NYSE and IPC. You can compare the effects of market volatilities on NYSE and IPC 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 NYSE with a short position of IPC. See also your portfolio center. Please also check ongoing floating volatility patterns of NYSE and IPC.
|Time Horizon||30 Days Login to change|
NYSE vs. IPC
Given the investment horizon of 30 days, NYSE is expected to under-perform the IPC. In addition to that, NYSE is 1.25 times more volatile than IPC. It trades about -0.02 of its total potential returns per unit of risk. IPC is currently generating about -0.02 per unit of volatility. If you would invest 4,853,559 in IPC on March 23, 2018 and sell it today you would lose (41,771) from holding IPC or give up 0.86% of portfolio value over 30 days.