This module allows you to analyze existing cross correlation between Stockholm and IBEX 35. You can compare the effects of market volatilities on Stockholm and IBEX 35 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 IBEX 35. See also your portfolio center. Please also check ongoing floating volatility patterns of Stockholm and IBEX 35.
|Time Horizon||30 Days Login to change|
Stockholm vs. IBEX 35
Assuming 30 trading days horizon, Stockholm is expected to generate 1.16 times more return on investment than IBEX 35. However, Stockholm is 1.16 times more volatile than IBEX 35. It trades about 0.03 of its potential returns per unit of risk. IBEX 35 is currently generating about 0.0 per unit of risk. If you would invest 57,050 in Stockholm on March 22, 2018 and sell it today you would earn a total of 551.23 from holding Stockholm or generate 0.97% return on investment over 30 days.