This module allows you to analyze existing cross correlation between Swiss Mrt and SPTSX Comp. You can compare the effects of market volatilities on Swiss Mrt and SPTSX Comp 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 SPTSX Comp. See also your portfolio center. Please also check ongoing floating volatility patterns of Swiss Mrt and SPTSX Comp.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Swiss Mrt is expected to generate 1.3 times more return on investment than SPTSX Comp. However, Swiss Mrt is 1.3 times more volatile than SPTSX Comp. It trades about -0.25 of its potential returns per unit of risk. SPTSX Comp is currently generating about -0.33 per unit of risk. If you would invest 952,913 in Swiss Mrt on January 22, 2018 and sell it today you would lose (54,774) from holding Swiss Mrt or give up 5.75% of portfolio value over 30 days.