This module allows you to analyze existing cross correlation between EURONEXT BEL-20 and BSE. You can compare the effects of market volatilities on EURONEXT BEL-20 and BSE 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 BSE. See also your portfolio center. Please also check ongoing floating volatility patterns of EURONEXT BEL-20 and BSE.
|Time Horizon||30 Days Login to change|
EURONEXT BEL-20 vs. BSE
Given the investment horizon of 30 days, EURONEXT BEL-20 is expected to under-perform the BSE. In addition to that, EURONEXT BEL-20 is 1.38 times more volatile than BSE. It trades about -0.16 of its total potential returns per unit of risk. BSE is currently generating about 0.26 per unit of volatility. If you would invest 3,434,491 in BSE on May 23, 2018 and sell it today you would earn a total of 134,469 from holding BSE or generate 3.92% return on investment over 30 days.