This module allows you to analyze existing cross correlation between Citigroup Inc and Wilshire US Large Cap Value Ind. You can compare the effects of market volatilities on Citigroup and Wilshire US 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 Citigroup with a short position of Wilshire US. See also your portfolio center. Please also check ongoing floating volatility patterns of Citigroup and Wilshire US.
|Investment Horizon||30 Days Login to change|
Taking into account the 30 trading days horizon, Citigroup Inc is expected to under-perform the Wilshire US. In addition to that, Citigroup is 1.95 times more volatile than Wilshire US Large Cap Value Ind. It trades about -0.11 of its total potential returns per unit of risk. Wilshire US Large Cap Value Ind is currently generating about -0.09 per unit of volatility. If you would invest 502,921 in Wilshire US Large Cap Value Ind on October 23, 2017 and sell it today you would lose (3,256) from holding Wilshire US Large Cap Value Ind or give up 0.65% of portfolio value over 30 days.