This module allows you to analyze existing cross correlation between ATX and EURONEXT BEL-20. You can compare the effects of market volatilities on ATX and EURONEXT BEL-20 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 ATX with a short position of EURONEXT BEL-20. See also your portfolio center. Please also check ongoing floating volatility patterns of ATX and EURONEXT BEL-20.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, ATX is expected to generate 1.21 times more return on investment than EURONEXT BEL-20. However, ATX is 1.21 times more volatile than EURONEXT BEL-20. It trades about -0.14 of its potential returns per unit of risk. EURONEXT BEL-20 is currently generating about -0.23 per unit of risk. If you would invest 338,602 in ATX on October 24, 2017 and sell it today you would lose (6,990) from holding ATX or give up 2.06% of portfolio value over 30 days.