This module allows you to analyze existing cross correlation between EURONEXT BEL-20 and All Ords. You can compare the effects of market volatilities on EURONEXT BEL-20 and All Ords 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 EURONEXT BEL-20 with a short position of All Ords. See also your portfolio center. Please also check ongoing floating volatility patterns of EURONEXT BEL-20 and All Ords.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, EURONEXT BEL-20 is expected to under-perform the All Ords. In addition to that, EURONEXT BEL-20 is 1.08 times more volatile than All Ords. It trades about -0.25 of its total potential returns per unit of risk. All Ords is currently generating about -0.04 per unit of volatility. If you would invest 610,620 in All Ords on January 22, 2018 and sell it today you would lose (6,060) from holding All Ords or give up 0.99% of portfolio value over 30 days.