|Horizon||30 Days Login to change|
EURONEXT BEL-20 vs. IBEX 35
Given the investment horizon of 30 days, EURONEXT BEL-20 is expected to under-perform the IBEX 35. But the index apears to be less risky and, when comparing its historical volatility, EURONEXT BEL-20 is 1.05 times less risky than IBEX 35. The index trades about -0.07 of its potential returns per unit of risk. The IBEX 35 is currently generating about -0.04 of returns per unit of risk over similar time horizon. If you would invest 956,730 in IBEX 35 on August 27, 2018 and sell it today you would lose (7,370) from holding IBEX 35 or give up 0.77% of portfolio value over 30 days.
Pair Corralation between EURONEXT BEL-20 and IBEX 35