This module allows you to analyze existing cross correlation between Taiwan Wtd and SPTSX Comp. You can compare the effects of market volatilities on Taiwan Wtd and SPTSX Comp 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 SPTSX Comp. See also your portfolio center. Please also check ongoing floating volatility patterns of Taiwan Wtd and SPTSX Comp.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Taiwan Wtd is expected to under-perform the SPTSX Comp. In addition to that, Taiwan Wtd is 1.15 times more volatile than SPTSX Comp. It trades about -0.03 of its total potential returns per unit of risk. SPTSX Comp is currently generating about 0.14 per unit of volatility. If you would invest 1,585,722 in SPTSX Comp on October 20, 2017 and sell it today you would earn a total of 14,135 from holding SPTSX Comp or generate 0.89% return on investment over 30 days.