This module allows you to analyze existing cross correlation between Stockholm and XU100. You can compare the effects of market volatilities on Stockholm and XU100 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 XU100. See also your portfolio center. Please also check ongoing floating volatility patterns of Stockholm and XU100.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Stockholm is expected to generate 0.86 times more return on investment than XU100. However, Stockholm is 1.17 times less risky than XU100. It trades about -0.01 of its potential returns per unit of risk. XU100 is currently generating about -0.01 per unit of risk. If you would invest 56,438 in Stockholm on February 18, 2018 and sell it today you would lose (110.85) from holding Stockholm or give up 0.2% of portfolio value over 30 days.