This module allows you to analyze existing cross correlation between Citigroup and Visa. You can compare the effects of market volatilities on Citigroup and Visa 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 Visa. See also your portfolio center. Please also check ongoing floating volatility patterns of Citigroup and Visa.
|Time Horizon||30 Days Login to change|
Citigroup Inc vs. Visa Inc
Taking into account the 30 trading days horizon, Citigroup is expected to under-perform the Visa. In addition to that, Citigroup is 1.44 times more volatile than Visa. It trades about -0.19 of its total potential returns per unit of risk. Visa is currently generating about 0.18 per unit of volatility. If you would invest 13,066 in Visa on May 20, 2018 and sell it today you would earn a total of 435.00 from holding Visa or generate 3.33% return on investment over 30 days.