This module allows you to analyze existing cross correlation between Madrid Gnrl and Swiss Mrt. You can compare the effects of market volatilities on Madrid Gnrl 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 Madrid Gnrl with a short position of Swiss Mrt. See also your portfolio center. Please also check ongoing floating volatility patterns of Madrid Gnrl and Swiss Mrt.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Madrid Gnrl is expected to under-perform the Swiss Mrt. In addition to that, Madrid Gnrl is 1.51 times more volatile than Swiss Mrt. It trades about -0.03 of its total potential returns per unit of risk. Swiss Mrt is currently generating about -0.04 per unit of volatility. If you would invest 923,352 in Swiss Mrt on October 19, 2017 and sell it today you would lose (4,991) from holding Swiss Mrt or give up 0.54% of portfolio value over 30 days.