This module allows you to analyze existing cross correlation between Taiwan Wtd and Greece TR. You can compare the effects of market volatilities on Taiwan Wtd and Greece TR 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 Greece TR. See also your portfolio center. Please also check ongoing floating volatility patterns of Taiwan Wtd and Greece TR.
|Time Horizon||30 Days Login to change|
Taiwan Wtd vs. Greece TR
Assuming 30 trading days horizon, Taiwan Wtd is expected to generate 0.38 times more return on investment than Greece TR. However, Taiwan Wtd is 2.64 times less risky than Greece TR. It trades about 0.18 of its potential returns per unit of risk. Greece TR is currently generating about 0.01 per unit of risk. If you would invest 1,058,754 in Taiwan Wtd on April 22, 2018 and sell it today you would earn a total of 35,119 from holding Taiwan Wtd or generate 3.32% return on investment over 30 days.