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 0.77 times more return on investment than DOW. However, EURONEXT BEL-20 is 1.29 times less risky than DOW. It trades about -0.01 of its potential returns per unit of risk. DOW is currently generating about -0.04 per unit of risk. If you would invest 393,862 in EURONEXT BEL-20 on February 20, 2018 and sell it today you would lose (1,284) from holding EURONEXT BEL-20 or give up 0.33% of portfolio value over 30 days.