This module allows you to analyze existing cross correlation between OMX COPENHAGEN and Swiss Mrt. You can compare the effects of market volatilities on OMX COPENHAGEN and Swiss Mrt 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 OMX COPENHAGEN with a short position of Swiss Mrt. See also your portfolio center. Please also check ongoing floating volatility patterns of OMX COPENHAGEN and Swiss Mrt.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, OMX COPENHAGEN is expected to under-perform the Swiss Mrt. In addition to that, OMX COPENHAGEN is 1.34 times more volatile than Swiss Mrt. It trades about -0.22 of its total potential returns per unit of risk. Swiss Mrt is currently generating about -0.04 per unit of volatility. If you would invest 923,713 in Swiss Mrt on October 20, 2017 and sell it today you would lose (5,352) from holding Swiss Mrt or give up 0.58% of portfolio value over 30 days.