This module allows you to analyze existing cross correlation between Stockholm and All Ords. You can compare the effects of market volatilities on Stockholm and All Ords 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 Stockholm with a short position of All Ords. See also your portfolio center. Please also check ongoing floating volatility patterns of Stockholm and All Ords.
|Time Horizon||30 Days Login to change|
Stockholm vs. All Ords
Assuming 30 trading days horizon, Stockholm is expected to generate 1.45 times more return on investment than All Ords. However, Stockholm is 1.45 times more volatile than All Ords. It trades about -0.01 of its potential returns per unit of risk. All Ords is currently generating about -0.07 per unit of risk. If you would invest 57,552 in Stockholm on March 27, 2018 and sell it today you would lose (405.27) from holding Stockholm or give up 0.7% of portfolio value over 30 days.