This module allows you to analyze existing cross correlation between Deutsche Bank Aktiengesellschaft and Citigroup. You can compare the effects of market volatilities on Deutsche Bank and Citigroup 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 Deutsche Bank with a short position of Citigroup. See also your portfolio center. Please also check ongoing floating volatility patterns of Deutsche Bank and Citigroup.
|Time Horizon||30 Days Login to change|
Deutsche Bank Aktiengesellscha vs. Citigroup Inc
Allowing for the 30-days total investment horizon, Deutsche Bank Aktiengesellschaft is expected to under-perform the Citigroup. In addition to that, Deutsche Bank is 1.95 times more volatile than Citigroup. It trades about -0.27 of its total potential returns per unit of risk. Citigroup is currently generating about -0.22 per unit of volatility. If you would invest 7,043 in Citigroup on May 19, 2018 and sell it today you would lose (409.00) from holding Citigroup or give up 5.81% of portfolio value over 30 days.