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.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Taiwan Wtd is expected to generate 1.65 times more return on investment than SPTSX Comp. However, Taiwan Wtd is 1.65 times more volatile than SPTSX Comp. It trades about 0.55 of its potential returns per unit of risk. SPTSX Comp is currently generating about 0.14 per unit of risk. If you would invest 1,053,727 in Taiwan Wtd on December 22, 2017 and sell it today you would earn a total of 61,358 from holding Taiwan Wtd or generate 5.82% return on investment over 30 days.