This module allows you to analyze existing cross correlation between Swiss Mrt and Bovespa. You can compare the effects of market volatilities on Swiss Mrt and Bovespa 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 Bovespa. See also your portfolio center. Please also check ongoing floating volatility patterns of Swiss Mrt and Bovespa.
|Time Horizon||30 Days Login to change|
Swiss Mrt vs. Bovespa
Assuming 30 trading days horizon, Swiss Mrt is expected to generate 1.01 times more return on investment than Bovespa. However, Swiss Mrt is 1.01 times more volatile than Bovespa. It trades about -0.04 of its potential returns per unit of risk. Bovespa is currently generating about -0.04 per unit of risk. If you would invest 894,819 in Swiss Mrt on March 25, 2018 and sell it today you would lose (16,577) from holding Swiss Mrt or give up 1.85% of portfolio value over 30 days.