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|
Swiss Mrt vs. Straits Tms
Assuming 30 trading days horizon, Swiss Mrt is expected to under-perform the Straits Tms. But the index apears to be less risky and, when comparing its historical volatility, Swiss Mrt is 1.09 times less risky than Straits Tms. The index trades about -0.06 of its potential returns per unit of risk. The Straits Tms is currently generating about 0.02 of returns per unit of risk over similar time horizon. If you would invest 355,585 in Straits Tms on March 27, 2018 and sell it today you would earn a total of 2,871 from holding Straits Tms or generate 0.81% return on investment over 30 days.