This module allows you to analyze existing cross correlation between Swiss Mrt and Straits Tms. You can compare the effects of market volatilities on Swiss Mrt and Straits Tms 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 Straits Tms. See also your portfolio center. Please also check ongoing floating volatility patterns of Swiss Mrt and Straits Tms.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Swiss Mrt is expected to generate 2.85 times less return on investment than Straits Tms. In addition to that, Swiss Mrt is 1.2 times more volatile than Straits Tms. It trades about 0.14 of its total potential returns per unit of risk. Straits Tms is currently generating about 0.49 per unit of volatility. If you would invest 339,487 in Straits Tms on December 20, 2017 and sell it today you would earn a total of 14,704 from holding Straits Tms or generate 4.33% return on investment over 30 days.