This module allows you to analyze existing cross correlation between Shanghai and Swiss Mrt. You can compare the effects of market volatilities on Shanghai and Swiss Mrt 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 Shanghai with a short position of Swiss Mrt. See also your portfolio center. Please also check ongoing floating volatility patterns of Shanghai and Swiss Mrt.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Shanghai is expected to generate 1.64 times less return on investment than Swiss Mrt. But when comparing it to its historical volatility, Shanghai is 1.59 times less risky than Swiss Mrt. It trades about 0.04 of its potential returns per unit of risk. Swiss Mrt is currently generating about 0.04 of returns per unit of risk over similar time horizon. If you would invest 924,849 in Swiss Mrt on October 22, 2017 and sell it today you would earn a total of 5,112 from holding Swiss Mrt or generate 0.55% return on investment over 30 days.