This module allows you to analyze existing cross correlation between Swiss Mrt and All Ords. You can compare the effects of market volatilities on Swiss Mrt and All Ords 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 Swiss Mrt with a short position of All Ords. See also your portfolio center. Please also check ongoing floating volatility patterns of Swiss Mrt and All Ords.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Swiss Mrt is expected to generate 2.04 times less return on investment than All Ords. In addition to that, Swiss Mrt is 1.75 times more volatile than All Ords. It trades about 0.04 of its total potential returns per unit of risk. All Ords is currently generating about 0.15 per unit of volatility. If you would invest 595,670 in All Ords on October 23, 2017 and sell it today you would earn a total of 7,210 from holding All Ords or generate 1.21% return on investment over 30 days.