This module allows you to analyze existing cross correlation between Straits Tms and Greece TR. You can compare the effects of market volatilities on Straits Tms and Greece TR 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 Straits Tms with a short position of Greece TR. See also your portfolio center. Please also check ongoing floating volatility patterns of Straits Tms and Greece TR.
|Time Horizon||30 Days Login to change|
Straits Tms vs. Greece TR
Given the investment horizon of 30 days, Straits Tms is expected to under-perform the Greece TR. In addition to that, Straits Tms is 1.44 times more volatile than Greece TR. It trades about -0.38 of its total potential returns per unit of risk. Greece TR is currently generating about 0.71 per unit of volatility. If you would invest 52,831 in Greece TR on May 23, 2018 and sell it today you would earn a total of 389.83 from holding Greece TR or generate 0.74% return on investment over 30 days.