This module allows you to analyze existing cross correlation between Swiss Mrt and Hang Seng. You can compare the effects of market volatilities on Swiss Mrt and Hang Seng 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 Hang Seng. See also your portfolio center. Please also check ongoing floating volatility patterns of Swiss Mrt and Hang Seng.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Swiss Mrt is expected to generate 57.02 times less return on investment than Hang Seng. In addition to that, Swiss Mrt is 1.05 times more volatile than Hang Seng. It trades about 0.01 of its total potential returns per unit of risk. Hang Seng is currently generating about 0.84 per unit of volatility. If you would invest 2,905,041 in Hang Seng on December 18, 2017 and sell it today you would earn a total of 285,434 from holding Hang Seng or generate 9.83% return on investment over 30 days.