This module allows you to analyze existing cross correlation between Taiwan Wtd and Stockholm. You can compare the effects of market volatilities on Taiwan Wtd and Stockholm 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 Stockholm. See also your portfolio center. Please also check ongoing floating volatility patterns of Taiwan Wtd and Stockholm.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Taiwan Wtd is expected to generate 0.65 times more return on investment than Stockholm. However, Taiwan Wtd is 1.54 times less risky than Stockholm. It trades about 0.24 of its potential returns per unit of risk. Stockholm is currently generating about -0.16 per unit of risk. If you would invest 1,066,238 in Taiwan Wtd on February 22, 2018 and sell it today you would earn a total of 34,346 from holding Taiwan Wtd or generate 3.22% return on investment over 30 days.