This module allows you to analyze existing cross correlation between Stockholm and IPC. You can compare the effects of market volatilities on Stockholm and IPC 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 IPC. See also your portfolio center. Please also check ongoing floating volatility patterns of Stockholm and IPC.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Stockholm is expected to under-perform the IPC. In addition to that, Stockholm is 1.1 times more volatile than IPC. It trades about -0.15 of its total potential returns per unit of risk. IPC is currently generating about -0.14 per unit of volatility. If you would invest 4,887,646 in IPC on October 25, 2017 and sell it today you would lose (74,022) from holding IPC or give up 1.51% of portfolio value over 30 days.