This module allows you to analyze existing cross correlation between DOW and Taiwan Wtd. You can compare the effects of market volatilities on DOW 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 DOW with a short position of Taiwan Wtd. See also your portfolio center. Please also check ongoing floating volatility patterns of DOW and Taiwan Wtd.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, DOW is expected to generate 146.1 times less return on investment than Taiwan Wtd. In addition to that, DOW is 1.47 times more volatile than Taiwan Wtd. It trades about 0.0 of its total potential returns per unit of risk. Taiwan Wtd is currently generating about 0.23 per unit of volatility. If you would invest 1,071,444 in Taiwan Wtd on February 18, 2018 and sell it today you would earn a total of 31,326 from holding Taiwan Wtd or generate 2.92% return on investment over 30 days.