This module allows you to analyze existing cross correlation between Taiwan Wtd and S&P 500. You can compare the effects of market volatilities on Taiwan Wtd and SP 500 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 Taiwan Wtd with a short position of SP 500. See also your portfolio center. Please also check ongoing floating volatility patterns of Taiwan Wtd and SP 500.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Taiwan Wtd is expected to generate 1.29 times less return on investment than SP 500. In addition to that, Taiwan Wtd is 1.16 times more volatile than S&P 500. It trades about 0.09 of its total potential returns per unit of risk. S&P 500 is currently generating about 0.14 per unit of volatility. If you would invest 256,913 in S&P 500 on October 24, 2017 and sell it today you would earn a total of 2,795 from holding S&P 500 or generate 1.09% return on investment over 30 days.