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|
Stockholm vs. FTSE MIB
Assuming 30 trading days horizon, Stockholm is expected to generate 0.01 times more return on investment than FTSE MIB. However, Stockholm is 95.67 times less risky than FTSE MIB. It trades about 0.19 of its potential returns per unit of risk. FTSE MIB is currently generating about -0.58 per unit of risk. If you would invest 57,601 in Stockholm on April 21, 2018 and sell it today you would earn a total of 1,809 from holding Stockholm or generate 3.14% return on investment over 30 days.