This module allows you to analyze existing cross correlation between Madrid Gnrl and Taiwan Wtd. You can compare the effects of market volatilities on Madrid Gnrl and Taiwan Wtd 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 Taiwan Wtd. See also your portfolio center. Please also check ongoing floating volatility patterns of Madrid Gnrl and Taiwan Wtd.
|Time Horizon||30 Days Login to change|
Madrid Gnrl vs. Taiwan Wtd
Assuming 30 trading days horizon, Madrid Gnrl is expected to generate 0.9 times more return on investment than Taiwan Wtd. However, Madrid Gnrl is 1.11 times less risky than Taiwan Wtd. It trades about 0.02 of its potential returns per unit of risk. Taiwan Wtd is currently generating about -0.05 per unit of risk. If you would invest 99,902 in Madrid Gnrl on March 25, 2018 and sell it today you would earn a total of 542.00 from holding Madrid Gnrl or generate 0.54% return on investment over 30 days.