This module allows you to analyze existing cross correlation between Stockholm and FTSE MIB. You can compare the effects of market volatilities on Stockholm and FTSE MIB 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 FTSE MIB. See also your portfolio center. Please also check ongoing floating volatility patterns of Stockholm and FTSE MIB.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Stockholm is expected to under-perform the FTSE MIB. In addition to that, Stockholm is 1.63 times more volatile than FTSE MIB. It trades about -0.15 of its total potential returns per unit of risk. FTSE MIB is currently generating about -0.2 per unit of volatility. If you would invest 2,363,081 in FTSE MIB on January 18, 2018 and sell it today you would lose (42,815) from holding FTSE MIB or give up 1.81% of portfolio value over 30 days.