This module allows you to analyze existing cross correlation between Intel Corporation and Wilshire US Large Cap Value Ind. You can compare the effects of market volatilities on Intel and Wilshire US 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 Intel with a short position of Wilshire US. See also your portfolio center. Please also check ongoing floating volatility patterns of Intel and Wilshire US.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, Intel Corporation is expected to generate 6.35 times more return on investment than Wilshire US. However, Intel is 6.35 times more volatile than Wilshire US Large Cap Value Ind. It trades about 0.31 of its potential returns per unit of risk. Wilshire US Large Cap Value Ind is currently generating about -0.01 per unit of risk. If you would invest 4,025 in Intel Corporation on October 18, 2017 and sell it today you would earn a total of 540 from holding Intel Corporation or generate 13.42% return on investment over 30 days.