This module allows you to analyze existing cross correlation between Swiss Mrt and OMXRGI. You can compare the effects of market volatilities on Swiss Mrt and OMXRGI 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 OMXRGI. See also your portfolio center. Please also check ongoing floating volatility patterns of Swiss Mrt and OMXRGI.
|Time Horizon||30 Days Login to change|
Swiss Mrt vs. OMXRGI
Assuming 30 trading days horizon, Swiss Mrt is expected to under-perform the OMXRGI. But the index apears to be less risky and, when comparing its historical volatility, Swiss Mrt is 1.1 times less risky than OMXRGI. The index trades about -0.07 of its potential returns per unit of risk. The OMXRGI is currently generating about 0.07 of returns per unit of risk over similar time horizon. If you would invest 103,872 in OMXRGI on May 23, 2018 and sell it today you would earn a total of 2,068 from holding OMXRGI or generate 1.99% return on investment over 30 days.