This module allows you to analyze existing cross correlation between Straits Tms and Russia TR. You can compare the effects of market volatilities on Straits Tms and Russia 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 Russia TR. See also your portfolio center. Please also check ongoing floating volatility patterns of Straits Tms and Russia TR.
|Time Horizon||30 Days Login to change|
Straits Tms vs. Russia TR
Given the investment horizon of 30 days, Straits Tms is expected to generate 0.51 times more return on investment than Russia TR. However, Straits Tms is 1.97 times less risky than Russia TR. It trades about 0.01 of its potential returns per unit of risk. Russia TR is currently generating about -0.11 per unit of risk. If you would invest 355,585 in Straits Tms on March 28, 2018 and sell it today you would earn a total of 1,216 from holding Straits Tms or generate 0.34% return on investment over 30 days.