This module allows you to analyze existing cross correlation between Swiss Mrt and Stockholm. You can compare the effects of market volatilities on Swiss Mrt and Stockholm 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 Stockholm. See also your portfolio center. Please also check ongoing floating volatility patterns of Swiss Mrt and Stockholm.
|Time Horizon||30 Days Login to change|
Swiss Mrt vs. Stockholm
Assuming 30 trading days horizon, Swiss Mrt is expected to generate 0.22 times more return on investment than Stockholm. However, Swiss Mrt is 4.6 times less risky than Stockholm. It trades about -0.71 of its potential returns per unit of risk. Stockholm is currently generating about -0.2 per unit of risk. If you would invest 855,751 in Swiss Mrt on May 22, 2018 and sell it today you would lose (1,356) from holding Swiss Mrt or give up 0.16% of portfolio value over 30 days.