This module allows you to analyze existing cross correlation between OMXVGI and Swiss Mrt. You can compare the effects of market volatilities on OMXVGI 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 OMXVGI with a short position of Swiss Mrt. See also your portfolio center. Please also check ongoing floating volatility patterns of OMXVGI and Swiss Mrt.
|Time Horizon||30 Days Login to change|
OMXVGI vs. Swiss Mrt
Assuming 30 trading days horizon, OMXVGI is expected to generate 0.22 times more return on investment than Swiss Mrt. However, OMXVGI is 4.45 times less risky than Swiss Mrt. It trades about 0.02 of its potential returns per unit of risk. Swiss Mrt is currently generating about -0.05 per unit of risk. If you would invest 71,030 in OMXVGI on May 26, 2018 and sell it today you would earn a total of 80.80 from holding OMXVGI or generate 0.11% return on investment over 30 days.