This module allows you to analyze existing cross correlation between OMXRGI and Swiss Mrt. You can compare the effects of market volatilities on OMXRGI 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 OMXRGI with a short position of Swiss Mrt. See also your portfolio center. Please also check ongoing floating volatility patterns of OMXRGI and Swiss Mrt.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, OMXRGI is expected to generate 0.57 times more return on investment than Swiss Mrt. However, OMXRGI is 1.77 times less risky than Swiss Mrt. It trades about 0.18 of its potential returns per unit of risk. Swiss Mrt is currently generating about 0.08 per unit of risk. If you would invest 102,042 in OMXRGI on October 24, 2017 and sell it today you would earn a total of 1,353 from holding OMXRGI or generate 1.33% return on investment over 30 days.