This module allows you to analyze existing cross correlation between Swiss Mrt and NZSE. You can compare the effects of market volatilities on Swiss Mrt and NZSE 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 NZSE. See also your portfolio center. Please also check ongoing floating volatility patterns of Swiss Mrt and NZSE.
|Time Horizon||30 Days Login to change|
Swiss Mrt vs. NZSE
Assuming 30 trading days horizon, Swiss Mrt is expected to under-perform the NZSE. In addition to that, Swiss Mrt is 1.91 times more volatile than NZSE. It trades about -0.18 of its total potential returns per unit of risk. NZSE is currently generating about 0.28 per unit of volatility. If you would invest 865,733 in NZSE on May 19, 2018 and sell it today you would earn a total of 31,690 from holding NZSE or generate 3.66% return on investment over 30 days.