This module allows you to analyze existing cross correlation between Taiwan Wtd and IBEX 35. You can compare the effects of market volatilities on Taiwan Wtd and IBEX 35 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 IBEX 35. See also your portfolio center. Please also check ongoing floating volatility patterns of Taiwan Wtd and IBEX 35.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Taiwan Wtd is expected to generate 0.36 times more return on investment than IBEX 35. However, Taiwan Wtd is 2.78 times less risky than IBEX 35. It trades about -0.03 of its potential returns per unit of risk. IBEX 35 is currently generating about -0.1 per unit of risk. If you would invest 1,072,888 in Taiwan Wtd on October 20, 2017 and sell it today you would lose (2,724) from holding Taiwan Wtd or give up 0.25% of portfolio value over 30 days.