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|
Given the investment horizon of 30 days, EURONEXT BEL-20 is expected to generate 1.41 times more return on investment than BSE. However, EURONEXT BEL-20 is 1.41 times more volatile than BSE. It trades about -0.19 of its potential returns per unit of risk. BSE is currently generating about -0.34 per unit of risk. If you would invest 416,201 in EURONEXT BEL-20 on January 26, 2018 and sell it today you would lose (19,579) from holding EURONEXT BEL-20 or give up 4.7% of portfolio value over 30 days.