This module allows you to analyze existing cross correlation between NYSE and Russia TR. You can compare the effects of market volatilities on NYSE and Russia 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 NYSE with a short position of Russia TR. See also your portfolio center. Please also check ongoing floating volatility patterns of NYSE and Russia TR.
|Time Horizon||30 Days Login to change|
NYSE vs. Russia TR
Given the investment horizon of 30 days, NYSE is expected to generate 0.6 times more return on investment than Russia TR. However, NYSE is 1.67 times less risky than Russia TR. It trades about -0.05 of its potential returns per unit of risk. Russia TR is currently generating about -0.08 per unit of risk. If you would invest 1,288,411 in NYSE on March 26, 2018 and sell it today you would lose (37,011) from holding NYSE or give up 2.87% of portfolio value over 30 days.