This module allows you to analyze existing cross correlation between Coinroom Ethereum USD and Bitstamp Ethereum USD. You can compare the effects of market volatilities on Coinroom Ethereum and Bitstamp Ethereum 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 Coinroom Ethereum with a short position of Bitstamp Ethereum. See also your portfolio center. Please also check ongoing floating volatility patterns of Coinroom Ethereum and Bitstamp Ethereum.
|Time Horizon||30 Days Login to change|
Coinroom Ethereum USD vs. Bitstamp Ethereum USD
Assuming 30 trading days horizon, Coinroom Ethereum USD is expected to under-perform the Bitstamp Ethereum. In addition to that, Coinroom Ethereum is 1.1 times more volatile than Bitstamp Ethereum USD. It trades about -0.07 of its total potential returns per unit of risk. Bitstamp Ethereum USD is currently generating about -0.04 per unit of volatility. If you would invest 59,182 in Bitstamp Ethereum USD on May 22, 2018 and sell it today you would lose (5,613) from holding Bitstamp Ethereum USD or give up 9.48% of portfolio value over 30 days.