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.
|Time Horizon||30 Days Login to change|
Shanghai vs. Swiss Mrt
Assuming 30 trading days horizon, Shanghai is expected to under-perform the Swiss Mrt. In addition to that, Shanghai is 1.42 times more volatile than Swiss Mrt. It trades about -0.27 of its total potential returns per unit of risk. Swiss Mrt is currently generating about -0.16 per unit of volatility. If you would invest 889,259 in Swiss Mrt on May 21, 2018 and sell it today you would lose (34,323) from holding Swiss Mrt or give up 3.86% of portfolio value over 30 days.