This module allows you to analyze existing cross correlation between Swiss Mrt and ISEQ. You can compare the effects of market volatilities on Swiss Mrt and ISEQ 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 ISEQ. See also your portfolio center. Please also check ongoing floating volatility patterns of Swiss Mrt and ISEQ.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Swiss Mrt is expected to under-perform the ISEQ. But the index apears to be less risky and, when comparing its historical volatility, Swiss Mrt is 1.04 times less risky than ISEQ. The index trades about -0.26 of its potential returns per unit of risk. The ISEQ is currently generating about -0.15 of returns per unit of risk over similar time horizon. If you would invest 707,337 in ISEQ on January 18, 2018 and sell it today you would lose (23,996) from holding ISEQ or give up 3.39% of portfolio value over 30 days.