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.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, OMXVGI is expected to generate 12.76 times less return on investment than Swiss Mrt. But when comparing it to its historical volatility, OMXVGI is 1.89 times less risky than Swiss Mrt. It trades about 0.03 of its potential returns per unit of risk. Swiss Mrt is currently generating about 0.2 of returns per unit of risk over similar time horizon. If you would invest 908,404 in Swiss Mrt on October 25, 2017 and sell it today you would earn a total of 23,152 from holding Swiss Mrt or generate 2.55% return on investment over 30 days.