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.
|Time Horizon||30 Days Login to change|
OMX COPENHAGEN vs. Swiss Mrt
Assuming 30 trading days horizon, OMX COPENHAGEN is expected to generate 0.72 times more return on investment than Swiss Mrt. However, OMX COPENHAGEN is 1.4 times less risky than Swiss Mrt. It trades about 0.01 of its potential returns per unit of risk. Swiss Mrt is currently generating about -0.02 per unit of risk. If you would invest 133,257 in OMX COPENHAGEN on March 21, 2018 and sell it today you would earn a total of 125.51 from holding OMX COPENHAGEN or generate 0.09% return on investment over 30 days.