This module allows you to analyze existing cross correlation between Swiss Mrt and XU100. You can compare the effects of market volatilities on Swiss Mrt and XU100 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 XU100. See also your portfolio center. Please also check ongoing floating volatility patterns of Swiss Mrt and XU100.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Swiss Mrt is expected to generate 0.48 times more return on investment than XU100. However, Swiss Mrt is 2.09 times less risky than XU100. It trades about 0.04 of its potential returns per unit of risk. XU100 is currently generating about -0.1 per unit of risk. If you would invest 924,849 in Swiss Mrt on October 23, 2017 and sell it today you would earn a total of 5,112 from holding Swiss Mrt or generate 0.55% return on investment over 30 days.