This module allows you to analyze existing cross correlation between Stockholm and Swiss Mrt. You can compare the effects of market volatilities on Stockholm 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 Stockholm with a short position of Swiss Mrt. See also your portfolio center. Please also check ongoing floating volatility patterns of Stockholm and Swiss Mrt.
|Time Horizon||30 Days Login to change|
Stockholm vs. Swiss Mrt
Assuming 30 trading days horizon, Stockholm is expected to generate 0.62 times more return on investment than Swiss Mrt. However, Stockholm is 1.62 times less risky than Swiss Mrt. It trades about -0.17 of its potential returns per unit of risk. Swiss Mrt is currently generating about -0.15 per unit of risk. If you would invest 59,410 in Stockholm on May 21, 2018 and sell it today you would lose (1,599) from holding Stockholm or give up 2.69% of portfolio value over 30 days.