|Horizon||30 Days Login to change|
EURONEXT BEL-20 vs. DOW
Given the investment horizon of 30 days, EURONEXT BEL-20 is expected to under-perform the DOW. But the index apears to be less risky and, when comparing its historical volatility, EURONEXT BEL-20 is 1.04 times less risky than DOW. The index trades about -0.25 of its potential returns per unit of risk. The DOW is currently generating about -0.15 of returns per unit of risk over similar time horizon. If you would invest 2,640,576 in DOW on September 19, 2018 and sell it today you would lose (96,142) from holding DOW or give up 3.64% of portfolio value over 30 days.
Pair Corralation between EURONEXT BEL-20 and DOW