This module allows you to analyze existing cross correlation between Taiwan Wtd and Madrid Gnrl. You can compare the effects of market volatilities on Taiwan Wtd and Madrid Gnrl 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 Madrid Gnrl. See also your portfolio center. Please also check ongoing floating volatility patterns of Taiwan Wtd and Madrid Gnrl.
|Time Horizon||30 Days Login to change|
Taiwan Wtd vs. Madrid Gnrl
Assuming 30 trading days horizon, Taiwan Wtd is expected to generate 1.02 times more return on investment than Madrid Gnrl. However, Taiwan Wtd is 1.02 times more volatile than Madrid Gnrl. It trades about 0.07 of its potential returns per unit of risk. Madrid Gnrl is currently generating about 0.0 per unit of risk. If you would invest 1,071,444 in Taiwan Wtd on March 22, 2018 and sell it today you would earn a total of 25,678 from holding Taiwan Wtd or generate 2.4% return on investment over 30 days.