Asset Comparison and Correlation
|EURONEXT BEL-20 vs MerVal|
Given investment horizon of 30 days, EURONEXT is expected to generate 1.06 times less return on investment than MerVal. But when comparing it to its historical volatility, EURONEXT BEL-20 is 2.77 times less risky than MerVal. It trades about 0.4 of its potential returns per unit of risk. MerVal is currently generating about 0.15 of returns per unit of risk over similar time horizon. If you would invest 353,040 in MerVal on April 19, 2013 and sell it today you would earn a total of 16,434 from holding MerVal or generate 4.65% return on investment over 30 days.
Match ups for EURONEXT
Match ups for MerVal