This module allows you to analyze existing cross correlation between FTSE MIB and Taiwan Wtd. You can compare the effects of market volatilities on FTSE MIB and Taiwan Wtd 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 Taiwan Wtd. See also your portfolio center. Please also check ongoing floating volatility patterns of FTSE MIB and Taiwan Wtd.
|Time Horizon||30 Days Login to change|
FTSE MIB vs. Taiwan Wtd
Assuming 30 trading days horizon, FTSE MIB is expected to under-perform the Taiwan Wtd. In addition to that, FTSE MIB is 80.19 times more volatile than Taiwan Wtd. It trades about -0.58 of its total potential returns per unit of risk. Taiwan Wtd is currently generating about -0.01 per unit of volatility. If you would invest 1,096,620 in Taiwan Wtd on May 21, 2018 and sell it today you would lose (3,876) from holding Taiwan Wtd or give up 0.35% of portfolio value over 30 days.