This module allows you to analyze existing cross correlation between XU100 and Stockholm. You can compare the effects of market volatilities on XU100 and Stockholm 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 XU100 with a short position of Stockholm. See also your portfolio center. Please also check ongoing floating volatility patterns of XU100 and Stockholm.
|Time Horizon||30 Days Login to change|
XU100 vs. Stockholm
Assuming 30 trading days horizon, XU100 is expected to under-perform the Stockholm. In addition to that, XU100 is 3.38 times more volatile than Stockholm. It trades about -0.1 of its total potential returns per unit of risk. Stockholm is currently generating about -0.13 per unit of volatility. If you would invest 58,346 in Stockholm on May 24, 2018 and sell it today you would lose (1,195) from holding Stockholm or give up 2.05% of portfolio value over 30 days.