This module allows you to analyze existing cross correlation between Swiss Mrt and Taiwan Wtd. You can compare the effects of market volatilities on Swiss Mrt and Taiwan Wtd 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 Taiwan Wtd. See also your portfolio center. Please also check ongoing floating volatility patterns of Swiss Mrt and Taiwan Wtd.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Swiss Mrt is expected to under-perform the Taiwan Wtd. In addition to that, Swiss Mrt is 1.23 times more volatile than Taiwan Wtd. It trades about -0.01 of its total potential returns per unit of risk. Taiwan Wtd is currently generating about 0.43 per unit of volatility. If you would invest 1,050,652 in Taiwan Wtd on December 18, 2017 and sell it today you would earn a total of 49,828 from holding Taiwan Wtd or generate 4.74% return on investment over 30 days.