This module allows you to analyze existing cross correlation between Swiss Mrt and OMX COPENHAGEN. You can compare the effects of market volatilities on Swiss Mrt and OMX COPENHAGEN 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 OMX COPENHAGEN. See also your portfolio center. Please also check ongoing floating volatility patterns of Swiss Mrt and OMX COPENHAGEN.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Swiss Mrt is expected to generate 0.74 times more return on investment than OMX COPENHAGEN. However, Swiss Mrt is 1.35 times less risky than OMX COPENHAGEN. It trades about -0.04 of its potential returns per unit of risk. OMX COPENHAGEN is currently generating about -0.2 per unit of risk. If you would invest 923,352 in Swiss Mrt on October 19, 2017 and sell it today you would lose (4,991) from holding Swiss Mrt or give up 0.54% of portfolio value over 30 days.