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|
Swiss Mrt vs. ISEQ
Assuming 30 trading days horizon, Swiss Mrt is expected to generate 46.02 times less return on investment than ISEQ. In addition to that, Swiss Mrt is 1.58 times more volatile than ISEQ. It trades about 0.01 of its total potential returns per unit of risk. ISEQ is currently generating about 0.37 per unit of volatility. If you would invest 677,445 in ISEQ on April 24, 2018 and sell it today you would earn a total of 41,018 from holding ISEQ or generate 6.05% return on investment over 30 days.