This module allows you to analyze existing cross correlation between FTSE MIB and Russia TR. You can compare the effects of market volatilities on FTSE MIB and Russia TR 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 FTSE MIB with a short position of Russia TR. See also your portfolio center. Please also check ongoing floating volatility patterns of FTSE MIB and Russia TR.
|Time Horizon||30 Days Login to change|
FTSE MIB vs. Russia TR
Assuming 30 trading days horizon, FTSE MIB is expected to under-perform the Russia TR. In addition to that, FTSE MIB is 49.11 times more volatile than Russia TR. It trades about -0.58 of its total potential returns per unit of risk. Russia TR is currently generating about -0.14 per unit of volatility. If you would invest 110,389 in Russia TR on May 20, 2018 and sell it today you would lose (5,793) from holding Russia TR or give up 5.25% of portfolio value over 30 days.