This module allows you to analyze existing cross correlation between Ford Motor Company and Citigroup. You can compare the effects of market volatilities on Ford Motor 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 Ford Motor with a short position of Citigroup. See also your portfolio center. Please also check ongoing floating volatility patterns of Ford Motor and Citigroup.
|Time Horizon||30 Days Login to change|
Ford Motor Company vs. Citigroup Inc
Taking into account the 30 trading days horizon, Ford Motor Company is expected to generate 0.62 times more return on investment than Citigroup. However, Ford Motor Company is 1.62 times less risky than Citigroup. It trades about 0.21 of its potential returns per unit of risk. Citigroup is currently generating about -0.22 per unit of risk. If you would invest 1,151 in Ford Motor Company on May 19, 2018 and sell it today you would earn a total of 37.00 from holding Ford Motor Company or generate 3.21% return on investment over 30 days.