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.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, NYSE is expected to generate 0.35 times more return on investment than IPC. However, NYSE is 2.82 times less risky than IPC. It trades about -0.11 of its potential returns per unit of risk. IPC is currently generating about -0.21 per unit of risk. If you would invest 1,238,442 in NYSE on October 21, 2017 and sell it today you would lose (8,152) from holding NYSE or give up 0.66% of portfolio value over 30 days.