This module allows you to analyze existing cross correlation between NYSE and IPC. You can compare the effects of market volatilities on NYSE and IPC 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 NYSE with a short position of IPC. See also your portfolio center. Please also check ongoing floating volatility patterns of NYSE and IPC.
|Time Horizon||30 Days Login to change|
NYSE vs. IPC
Given the investment horizon of 30 days, NYSE is expected to under-perform the IPC. But the index apears to be less risky and, when comparing its historical volatility, NYSE is 1.03 times less risky than IPC. The index trades about -0.1 of its potential returns per unit of risk. The IPC is currently generating about 0.13 of returns per unit of risk over similar time horizon. If you would invest 4,560,087 in IPC on May 22, 2018 and sell it today you would earn a total of 96,302 from holding IPC or generate 2.11% return on investment over 30 days.