This module allows you to analyze existing cross correlation between Taiwan Wtd and IPC. You can compare the effects of market volatilities on Taiwan Wtd and IPC 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 IPC. See also your portfolio center. Please also check ongoing floating volatility patterns of Taiwan Wtd and IPC.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Taiwan Wtd is expected to generate 0.5 times more return on investment than IPC. However, Taiwan Wtd is 2.0 times less risky than IPC. It trades about 0.05 of its potential returns per unit of risk. IPC is currently generating about -0.16 per unit of risk. If you would invest 1,073,521 in Taiwan Wtd on October 23, 2017 and sell it today you would earn a total of 4,403 from holding Taiwan Wtd or generate 0.41% return on investment over 30 days.