This module allows you to analyze existing cross correlation between Swiss Mrt and Shanghai. You can compare the effects of market volatilities on Swiss Mrt and Shanghai 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 Shanghai. See also your portfolio center. Please also check ongoing floating volatility patterns of Swiss Mrt and Shanghai.
|Time Horizon||30 Days Login to change|
Swiss Mrt vs. Shanghai
Assuming 30 trading days horizon, Swiss Mrt is expected to generate 0.76 times more return on investment than Shanghai. However, Swiss Mrt is 1.31 times less risky than Shanghai. It trades about -0.06 of its potential returns per unit of risk. Shanghai is currently generating about -0.1 per unit of risk. If you would invest 902,611 in Swiss Mrt on March 27, 2018 and sell it today you would lose (22,920) from holding Swiss Mrt or give up 2.54% of portfolio value over 30 days.