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|
Swiss Mrt vs. SPTSX Comp
Assuming 30 trading days horizon, Swiss Mrt is expected to under-perform the SPTSX Comp. In addition to that, Swiss Mrt is 2.92 times more volatile than SPTSX Comp. It trades about -0.21 of its total potential returns per unit of risk. SPTSX Comp is currently generating about 0.14 per unit of volatility. If you would invest 1,616,231 in SPTSX Comp on May 20, 2018 and sell it today you would earn a total of 18,587 from holding SPTSX Comp or generate 1.15% return on investment over 30 days.