This module allows you to analyze existing cross correlation between Exmo Ethereum USD and Coinbase Ethereum USD. You can compare the effects of market volatilities on Exmo Ethereum and Coinbase Ethereum 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 Exmo Ethereum with a short position of Coinbase Ethereum. See also your portfolio center. Please also check ongoing floating volatility patterns of Exmo Ethereum and Coinbase Ethereum.
|Time Horizon||30 Days Login to change|
Exmo Ethereum USD vs. Coinbase Ethereum USD
Assuming 30 trading days horizon, Exmo Ethereum USD is expected to under-perform the Coinbase Ethereum. But the crypto apears to be less risky and, when comparing its historical volatility, Exmo Ethereum USD is 1.07 times less risky than Coinbase Ethereum. The crypto trades about -0.06 of its potential returns per unit of risk. The Coinbase Ethereum USD is currently generating about -0.05 of returns per unit of risk over similar time horizon. If you would invest 59,100 in Coinbase Ethereum USD on May 22, 2018 and sell it today you would lose (6,249) from holding Coinbase Ethereum USD or give up 10.57% of portfolio value over 30 days.