This module allows you to analyze existing cross correlation between NYSE and OMXRGI. You can compare the effects of market volatilities on NYSE and OMXRGI 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 OMXRGI. See also your portfolio center. Please also check ongoing floating volatility patterns of NYSE and OMXRGI.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, NYSE is expected to generate 0.5 times more return on investment than OMXRGI. However, NYSE is 2.01 times less risky than OMXRGI. It trades about 0.61 of its potential returns per unit of risk. OMXRGI is currently generating about 0.06 per unit of risk. If you would invest 1,278,583 in NYSE on December 18, 2017 and sell it today you would earn a total of 50,849 from holding NYSE or generate 3.98% return on investment over 30 days.