This module allows you to analyze existing cross correlation between Swiss Mrt and IBEX 35. You can compare the effects of market volatilities on Swiss Mrt and IBEX 35 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 IBEX 35. See also your portfolio center. Please also check ongoing floating volatility patterns of Swiss Mrt and IBEX 35.
|Time Horizon||30 Days Login to change|
Swiss Mrt vs. IBEX 35
Assuming 30 trading days horizon, Swiss Mrt is expected to under-perform the IBEX 35. In addition to that, Swiss Mrt is 1.15 times more volatile than IBEX 35. It trades about -0.04 of its total potential returns per unit of risk. IBEX 35 is currently generating about 0.02 per unit of volatility. If you would invest 982,330 in IBEX 35 on March 23, 2018 and sell it today you would earn a total of 6,090 from holding IBEX 35 or generate 0.62% return on investment over 30 days.