This module allows you to analyze existing cross correlation between Swiss Mrt and OSE All. You can compare the effects of market volatilities on Swiss Mrt and OSE All 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 OSE All. See also your portfolio center. Please also check ongoing floating volatility patterns of Swiss Mrt and OSE All.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Swiss Mrt is expected to under-perform the OSE All. In addition to that, Swiss Mrt is 1.04 times more volatile than OSE All. It trades about -0.17 of its total potential returns per unit of risk. OSE All is currently generating about -0.07 per unit of volatility. If you would invest 90,902 in OSE All on February 22, 2018 and sell it today you would lose (1,487) from holding OSE All or give up 1.64% of portfolio value over 30 days.