Correlation Analysis Between Swiss Mrt and IPC

This module allows you to analyze existing cross correlation between Swiss Mrt and IPC. You can compare the effects of market volatilities on Swiss Mrt 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 Swiss Mrt with a short position of IPC. See also your portfolio center. Please also check ongoing floating volatility patterns of Swiss Mrt and IPC.
Horizon     30 Days    Login   to change
Symbolsvs
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Comparative Performance

Swiss Mrt  vs.  IPC

 Performance (%) 
      Timeline 

Pair Volatility

If you would invest  959,431  in Swiss Mrt on June 22, 2019 and sell it today you would earn a total of  34,272  from holding Swiss Mrt or generate 3.57% return on investment over 30 days.

Pair Corralation between Swiss Mrt and IPC

0.0
Time Period2 Months [change]
DirectionFlat 
StrengthInsignificant
Accuracy0.0%
ValuesDaily Returns

Diversification Opportunities for Swiss Mrt and IPC

Swiss Mrt diversification synergy

Pay attention

Overlapping area represents the amount of risk that can be diversified away by holding Swiss Mrt and IPC in the same portfolio assuming nothing else is changed. The correlation between historical prices or returns on IPC and Swiss Mrt is a relative statistical measure of the degree to which these equity instruments tend to move together. The correlation coefficient measures the extent to which returns on Swiss Mrt are associated (or correlated) with IPC. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of IPC has no effect on the direction of Swiss Mrt i.e. Swiss Mrt and IPC go up and down completely randomly.
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