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.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Swiss Mrt is expected to generate 4.51 times less return on investment than OMX COPENHAGEN. In addition to that, Swiss Mrt is 1.61 times more volatile than OMX COPENHAGEN. It trades about 0.04 of its total potential returns per unit of risk. OMX COPENHAGEN is currently generating about 0.3 per unit of volatility. If you would invest 134,348 in OMX COPENHAGEN on December 19, 2017 and sell it today you would earn a total of 2,982 from holding OMX COPENHAGEN or generate 2.22% return on investment over 30 days.