This module allows you to analyze existing cross correlation between FTSE MIB and Swiss Mrt. You can compare the effects of market volatilities on FTSE MIB and Swiss Mrt 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 Swiss Mrt. See also your portfolio center. Please also check ongoing floating volatility patterns of FTSE MIB and Swiss Mrt.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, FTSE MIB is expected to under-perform the Swiss Mrt. In addition to that, FTSE MIB is 1.11 times more volatile than Swiss Mrt. It trades about -0.01 of its total potential returns per unit of risk. Swiss Mrt is currently generating about 0.06 per unit of volatility. If you would invest 924,849 in Swiss Mrt on October 23, 2017 and sell it today you would earn a total of 7,604 from holding Swiss Mrt or generate 0.82% return on investment over 30 days.