- Companies in United States
This module allows you to analyze existing cross correlation between Expedia Inc and SAP SE. You can compare the effects of market volatilities on Expedia and S A P 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 Expedia with a short position of S A P. See also your portfolio center.Please also check ongoing floating volatility patterns of Expedia and S A P.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, Expedia Inc is expected to generate 1.08 times more return on investment than S A P. However, Expedia is 1.08 times more volatile than SAP SE. It trades about 0.53 of its potential returns per unit of risk. SAP SE is currently generating about -0.11 per unit of risk. If you would invest 10,991 in Expedia Inc on September 23, 2016 and sell it today you would earn a total of 1,767 from holding Expedia Inc or generate 16.08% return on investment over 30 days.