This module allows you to analyze existing cross correlation between EURONEXT BEL-20 and DOW. You can compare the effects of market volatilities on EURONEXT BEL-20 and DOW 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 DOW. See also your portfolio center. Please also check ongoing floating volatility patterns of EURONEXT BEL-20 and DOW.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, EURONEXT BEL-20 is expected to generate 1.17 times less return on investment than DOW. In addition to that, EURONEXT BEL-20 is 1.21 times more volatile than DOW. It trades about 0.39 of its total potential returns per unit of risk. DOW is currently generating about 0.55 per unit of volatility. If you would invest 2,479,220 in DOW on December 17, 2017 and sell it today you would earn a total of 101,099 from holding DOW or generate 4.08% return on investment over 30 days.