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.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, Intel Corporation is expected to under-perform the Wilshire US. In addition to that, Intel is 10.61 times more volatile than Wilshire US Large Cap Value Ind. It trades about -0.24 of its total potential returns per unit of risk. Wilshire US Large Cap Value Ind is currently generating about 0.22 per unit of volatility. If you would invest 518,161 in Wilshire US Large Cap Value Ind on December 18, 2017 and sell it today you would earn a total of 1,604 from holding Wilshire US Large Cap Value Ind or generate 0.31% return on investment over 30 days.